Building reliable credit rating system for firms in China.

• Other Authors: Bai, Ling.
• Format: Others
• Language: English; Chinese
• Published: 2005
• Subjects: Commercial credit; Commercial credit > China; Credit > Management; Risk management; Risk management > China; Multivariate analysis
• Online Access: http://library.cuhk.edu.hk/record=b5892705; http://repository.lib.cuhk.edu.hk/en/item/cuhk-325256

Bai Ling. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. === Includes bibliographical references (leaves 77-80). === Abstracts in English and Chinese. === INTRODUCTION --- p.1 === Chapter 1.1 --- Background --- p.1 === Chapter 1.2 --- Research Approach and Design --- p.4 === Chapter 1.3 --- Organization of the Thesis --- p.5 === LITERATURE REVIEW ON CREDIT RISK MODELING --- p.6 === Chapter 2.1 --- Overview --- p.6 === Chapter 2.2 --- Discriminant Analysis --- p.8 === Chapter 2.3 --- Logit Regression --- p.10 === Chapter 2.4 --- Regression and Classification Tree (CART) --- p.10 === Chapter 2.3 --- Chapter Summary --- p.12 === FALSE FINANCIAL STATEMENTS DETECTION --- p.13 === Chapter 3.1 --- Overview --- p.13 === Chapter 3.2 --- Empirical Studies on Financial Scandal and False Financial Statements (FFS) --- p.14 === Chapter 3.3 --- False Financial Statements (FFS) Detection --- p.17 === Chapter 3.4 --- Chapter Summary --- p.23 === RESEARCH METHODOLOGIES IN CREDIT SCORING & FALSE FINANCIAL STATEMENTS DETECTION --- p.25 === Chapter 4.1 --- Overview --- p.25 === Chapter 4.2 --- Logit Regression --- p.26 === Chapter 4.3 --- Classification and Regression Tree (CART) --- p.31 === Chapter 4.4 --- Chapter Summary --- p.34 === PROPOSED STUDY FRAMEWORK --- p.35 === Chapter 5.1 --- The COMPLETE Framework --- p.35 === Chapter 5.2 --- Rating Process --- p.43 === Chapter 5.3 --- Chapter Summary --- p.45 === DEVELOPING THE CREDIT SCORING MODEL --- p.46 === Chapter 6.1 --- Overview --- p.46 === Chapter 6.2 --- Sample --- p.46 === Chapter 6.3 --- Variables --- p.47 === Chapter 6.4 --- Result of the Univariate Analysis --- p.49 === Chapter 6.5 --- Develop the Bankruptcy Risk Model with Logit Regression --- p.50 === Chapter 6.6 --- Chapter Summary --- p.54 === INVESTIGATING FALSE FINANCIAL STATEMENTS --- p.55 === Chapter 7.1 --- Overview --- p.55 === Chapter 7.2 --- Impact of False Financial Statements (FFS) on Credit Risk Assessments - Evidence from Lantian's Case --- p.55 === Chapter 7.3 --- Evaluating the Trustworthiness Aspect for Lantian --- p.56 === Chapter 7.4 --- Analyze FFS with Statistical Tools --- p.59 === Chapter 7.5 --- Chapter Summary --- p.73 === SUMMARY --- p.75 === REFERENCES --- p.77