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The introduction of non-financial indicators of listed companies' financial crisis warning

Author: PengTong
Tutor: DingShaoFang
School: North China University of
Course: Quantitative Economics
Keywords: Financial crisis warning Non-financial indicators Logistic regression Fisher discriminant analysis
CLC: F275
Type: Master's thesis
Year: 2011
Downloads: 156
Quote: 1
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Abstract


With the increasingly fierce market competition , the company at any time may face the danger of financial distress . Therefore, regardless of the various investors in the securities market , or in terms of the management of the Company , to build a complete and accurate financial crisis early warning indicator system as well as an early warning capability and strong financial crisis early warning model , has a very important significance. Financial indicators alone are more inclined in the past, many research model , but a lot of non - financial factors also have a significant impact on corporate financial crises in the financial crisis early warning model can be non- financial indicators variables introduced . Therefore , this article will be introduced in the index system ownership structure , corporate governance , major issues , and some other non-financial indicators , together with the financial index system to build a comprehensive early warning model , the early warning indicators system more complete . This paper first introduces the definition of the financial crisis , the domestic and international financial crisis early warning , as well as domestic and foreign non- financial indicators variables used in some studies of the financial crisis early warning . Selection criteria and then through the early warning indicators set in this paper , samples and paired samples , selected financial indicators 16 and 15 non-financial indicators , respectively, from a financial perspective , qualitative analysis of various financial and non- financial indicators of corporate financial crisis may the impact of , and selected 88 ST companies as samples , and 88 non- ST companies as paired samples . Finally, Logistic regression and Fisher discriminant analysis method used in tandem , were established based on pure financial indicators , early warning model and the introduction of non-financial indicators , early warning model , and the introduction of the combined warning ideological model , comparative analysis , and then built The models were tested . The study showed that the introduction of non-financial indicators , can indeed improve early warning capabilities of the model .

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