Logit模型在商业银行中小企业信用风险评估中的应用研究

Research on the Application of Logit Model in Credit Risk Assessment of Small and Medium-Sized Enterprises in Commercial Banks

商业银行中小企业信用风险理论特指的是中小企业违约或者信用评级改变对商业银行产生损失的可能性。实际应用中通常使用预测表现最优的Logit模型进行风险评估。将影响企业信用的风险划分为定量指标与定性指标,用因子分析方法实施降维,基于公共因子建立Logit模型对中小企业信用风险实施预测。

The credit risk theory of small and medium-sized enterprises in commercial banks specifically refers to the possibility of losses caused to commercial banks by the default of small and medium-sized enterprises or the change of credit rating.In practice,the Logit model with the best predictive performance is usually used for risk assessment.The risk that affects enterprise credit is divided into quantitative index and qualitative index,the dimension is reduced by factor analysis method,and the Logit model is established based on the common factor to predict the credit risk of small and medium-sized enterprises.