中小型企业的Logistic回归信用风险预警模型——以甘肃省为例

The Early-warning Model of the Credit Risk about Small and Medium-sized Enterprises Based on Logistic Regression——Using Gansu Province as Example

以中小型企业为研究对象,筛选了甘肃省的120家中小型企业作为研究样本,构建了基于20个常用的财务指标的Logistic回归预警模型,进而对中小型企业的信用风险进行预测分析.研究结果表明模型具有良好的预测效果,预测准确率达到92.5%,可以较好地为企业内部进行风险预警,并为银行系统提供企业信用风险状况和信贷决策依据.

Using the small and medium-sized enterprise as the object of study,and to selects 120 enterprises from Gansu Province as the study samples,logistic regression model based on 20 frequentlyused financial indicators was constructed,and the credit risk of small and medium-sized enterprises were forecasted and analysed.The stuided results showed that this model owns the ideal prediction effect,it predicts credit risk with 92.5%accuracy,and it can advance warning of credit risk for enterprises interna,and it may provide the enterprises' credit risk conditions for banking system.