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The Effects of Non-financial Factors on Enterprise Credit Ratings

Author: ZengDan
Tutor: WangXiQing
School: Jilin University
Course: Business management
Keywords: Non-financial indicators Expected default Credit rating
CLC: F832.4
Type: Master's thesis
Year: 2010
Downloads: 249
Quote: 2
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Abstract


Accompanied by the release of the new Basel II , at the same time the level of risk management of China's banking industry is also put forward higher requirements , the existing credit rating model based on enterprise financial data to predict corporate default rates , how to improve credit rating model 's predictive ability , has become a universal concern . Berger et al ( 2002 ) and scholars through research found that considerations make corporate financial factors and non- financial factors in the credit rating of the enterprise , so to be able to more accurately predict corporate default rates . By reading a lot of literature , scholars in the corporate credit rating also takes into account non-financial indicators , but only qualitative analysis and no specific quantitative . This study empirical research data sample of 98 companies listed companies as the research object , construction, tourism , retail trade , manufacturing , tourism , and select corporate characteristics factors , the market position of the enterprise , the equity structure three non-financial indicators to quantify these three non-financial indicators to examine how to reflect the credit status also pointed out that the relationship between the three non-financial indicators and the expected default and KMV default prediction model as a tool . Descriptive statistical analysis of the data using statistical software SPSS17.0 , correlation and regression analysis, the : quality company characteristics factors , a reasonable equity structure , the market position of the enterprise was negatively correlated with the expected default rate , corporate credit rating and expected default rate was negatively correlated .

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