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Research on Credit Risk of Suzhou Listed Companies Base on Logistic Regression Analysis

Author: WangWei
Tutor: LiXiaoFeng
School: Suzhou University
Course: Business management
Keywords: SuZhou Listed companies Credit rating Logistic regression analysis
CLC: F224;F832.4
Type: Master's thesis
Year: 2011
Downloads: 97
Quote: 1
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Abstract


As more companies are listed in domestic markets and the international monetary crisis influence, the domestic financial market put more attention on the risk levels of these firms, therefore, it seems be significant to study the gradation of credit risk.The main purpose of the article is to study the credit status of the listed firms in SuZhou. The main method is to use the models of Logistic Regression Analysis. As the research product on credit crisis domestic and abroad, the suggestion from the model result. We think the management factor is very important to the credit crisis of SuZhou listed companies. The board factor and high manager payback is the most important, then the share model, asset size, the assure value of the asset. The listed companies must pay attention to these factors to down the credit crisis and most the company value.In the data processing, Through the collections of financial indicators from 23 listed firms in Suzhou in 2008, the article selects 20 indicators relevant to the firms’credit like fixed asset-total asset Ratio, the natural logarithm of total asset and so on, and use them as initial variables of Logistic Regression Analysis Model. The listed firms in Suzhou are the subjects of the study, and finally we get the credit status of these firms. Because of the high correlation of these variables ,it may cause huge errors in the Logistic Regression Analysis Model without management, therefore Factor Analysis is applied. First the article has applied SPSS11.5 to Factor Analyze the 11 indicator variables, and obtains 6 factors. SPSS11.5 preserves the scores of all the 6 factors, which are used as new variables of Logistic Regression Analysis Model. The back insert correct ratio reach to 91.3%, and the predict correct ratio is 88.5%, the model come out perfect. From the result , we can draw the factor and length of credit crisis of SuZhou listed companies, then come some suggestions.In the result, we summarize the resaerch of this paper, come the resutsof the thesis. To imrove the credit crisis status,SuZhou listed companies must mostly low down the board size, link high manager salary to company turnout, rise the number of indepent director, simplize the structure of debt, reduce the number of banks and debt kinds, this can easy the debt restructure as a company has finance problems.In the end, the article summarizes the study and work, generalizes the conclusions, pointing out that , as for the models in the article, we can enlarge sample size, take the factor of time into account, analyze the parallel data; we can establish different models according to distinct areas and business, so we can divide the levels of credit with customized analysis.

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CLC: > Economic > Fiscal, monetary > Finance, banking > China's financial,banking > Credit
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