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研究了Logit模型框架,基于因子分析的Logit回归进行了实证研究,成功构建信用评分和预测违约风险的模型。结果表明,Logit模型能很好的进行违约风险的评估。模型可以作为一个早期预警系统来确定违约风险强度。
The Logit model framework is studied. Logit regression based on factor analysis is empirically studied, and a credit risk model and a model for predicting default risk are constructed successfully. The results show that Logit model can well evaluate the default risk. The model can be used as an early warning system to determine the intensity of default risk.