运用聚类分析法对我国企业信贷风险的评估与预测

The Use of Cluster Analysis on China's Credit Risk of Evaluation and Prediction

本文通过对企业财务指标的分析与选取,运用聚类分析法对我国企业的信用风险贷款质量进行了评估与预测。根据企业信用风险程度,将商业银行对企业的贷款质量分为正常、关注、次级、可疑、损失五类形态。以此对上市公司的运行状况作出评价,为商业银行是否对其贷款提供依据。

According to analysis and selection of finance indicators, the paper evaluates and predicts the quality of fiduciary loan risk by clustering methods. From the credit risk degree, in commercial bank, the loan quality is divded into five degrees： normal, attention, secondary, shadiness, loss. The paper makes evaluation of operational state of listed companies, and provides the basis on whether the banks provide a loan.