摘要
上市公司信用评级模型的建立是防范金融风险特别是信用风险的重要手段。本文以沪、深两家交易所A股传媒行业26家上市公司2012年年度财务数据为样本,运用SPSS统计分析软件采用因子分析和聚类分析相结合的方法建立企业信用风险评级模型。经检验分别基于因子得分和综合得分所建立的四级和五级信用风险模型对上市公司进行信用风险评估具备较强的指导作用。
The credit rating model established in listed companies is an important means to prevent financial risks especially credit risk. In this paper , based on the financial data of Shanghai and Shenzhen exchanges＆#39; 26 A-share listed companies in the media industry in 2012, using SPSS through methods of factor analysis and cluster analysis to establish the credit risk rating models. The four and five-level credit risk models based on factor scores and composite score were assessed with a strong guiding role to measure the credit risk of listed companies.
出处
《科技视界》
2014年第6期172-172,228,共2页
Science & Technology Vision
关键词
信用风险
信用评级模型
因子分析
聚类分析
Credit risk
Credit rating model
Factor analysis
Clustering analysis
