An Empirical Credit Risk Study of SEMs in Small Loan Companies—Based on Logistic Model and Probit Model
Abstract: SMEs (small and medium-sized enterprises) as small loan companies’ main customer groups are objects of study in this paper. Based on the companies’ day-to-day credit loan business, Logistic model and Probit model are applied to this empirical analysis of credit risk assessment. Adopt brainstorming to get eight required indicators with the help of experts on microcredit industry. These eight indicators as independent variables in the model can be divided into two parts ac-cording to content. One part is used to describe borrower’s personal circumstances and another part is used to measure companies’ business conditions. Data from Kunming KC small loan company are fitted with these two models. In the face of a specific loan, calculate the corresponding credit risk score and then make the decision. Upon examination, results of this study are feasible and effective.
文章引用: 张佳敏 , 周建军 (2014) 小额贷款公司中小企业信用贷款风险实证研究—基于Logistic和Probit模型。 统计学与应用， 3， 159-166. doi: 10.12677/SA.2014.34022
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