An application of Grey System on the Evaluation of Corporate Credit RiskAn application of Grey System on the Evaluation of Corporate Credit RiskAn application of Grey System on the Evaluation of Corporate Credit RiskAn application of Grey System on
碩士 === 國立臺灣科技大學 === 資訊管理系 === 93 === Under the demanding policies of liberalization and internationalization, corporate credit rating must depend on more fair, objective and complete modules.This study is aimed to clarify the financial ratio via certain model. It helps investors not only to comprehe...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/90340413012043704388 |
| Summary: | 碩士 === 國立臺灣科技大學 === 資訊管理系 === 93 === Under the demanding policies of liberalization and internationalization, corporate credit rating must depend on more fair, objective and complete modules.This study is aimed to clarify the financial ratio via certain model. It helps investors not only to comprehend enterprises but also to construct portfolio.It also provides some advices about management policies and investment strategies.
This study will use financial ratios to reflect information about enterprises and construct credit risk rating model via the methods as Factor Analysis and Grey System.It is hoped that using this method to provide more efficient and fair indices for the credit rating.The empirical results are as the followings:
1. After Grey Relation Clustering, every cluster has the stronger attribute.We can comprehend the special properties of enterprises by those attributes.
2. Choosing Variables: the Grey Relation Ordinal has changed obviously after factor analysis.
3. Setting Weight: the importance of variables does influence on rating.
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