摘要
基于主成分分析与生存分析方法建立企业信用风险评估模型,并进行实证分析.实证表明,净利润、营业总收入、净资产收益率、销售毛利率、流动比率、速动比率、总资产收益率是企业信用的保护因素;资产负债率、产权比率是企业信用的危害因素.
Based on the principal component analysis and survival analysis method,the enterprise credit risk assessment model is established,and the empirical analysis shows that the net profit,the total income of the business,the return on net assets,the sales gross margin,the current ratio,the quick ratio,the total assets yield are the protection factors of enterprise credit whereas asset-liability ratio,property rights ratio are the enterprise credit risk factors.
出处
《湖州师范学院学报》
2017年第8期73-78,共6页
Journal of Huzhou University
关键词
信用风险
主成分分析
生存分析
COX回归模型
credit risk
principal component analysis
survival analysis
Cox regression model
