Construction of credit rating model for china small and medium-size enterprise

• Main Authors: HO, YI-CHIA, 何宜佳
• Other Authors: LEE, MEI-HSING
• Format: Others
• Language: zh-TW
• Published: 2017
• Online Access: http://ndltd.ncl.edu.tw/handle/05389719045212665636

碩士 === 國立臺北大學 === 統計學系 === 105 === In recent years, debt default events were occurred everywhere. It points to a wider problem in financial market. In China, the private enterprise lacking of government relationship is facing financing problems especially for SME which is in development stage.Moreover , due for lack of qualified collateral security and external credit rating, most of the banks treat SMEs as a high risk company. To improve the business process, China financial institute should build up a whole risk controlled system and monitor the default statues effectively for SME in the future. This research uses internal credit rating to become a reference when providing financial services for China financial institute. The sample data used in this research are SMEs loan during 2007 to 2014 from China financial institutions. It contains the basic information, credit information and financial information factor and uses the logistic regression to establish SMEs credit rating model . Finally, this research uses KS value, ROC to evaluate and examine the model fitting. The results show that both modeling group and testing group are stability of the score rating results.