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摘要:以建筑业上市公司为研究对象,从六个方面构建包含27个二级指标的信用风险评价指标体系;基于2012~2014年上市建筑企业财务指标数据,采用主成分分析法对评价指标进行降维调整,提取10个公因子,在此基础上,建立Logistic模型识别出关键因素,为建筑企业的信用风险评价和防控提供参考。
关键词:建筑企业;信用风险评价;金融风险检测;Logistic模型
Abstract:This paper takes the listed companies in construction industry as the research subject,builds credit risk evaluation system with 27 secondary indexes from six aspects. Based on the financial index data of listed constructionenterprises from 2012 to 2014,uses the main component analysis method to reduce the dimension of the credit risk evaluation indexes and extracts 10 common factors,on the basis,establishes logistic model to identify the key factors,provides reference for the credit risk prevention and control for construction enterprises.
Keywords:construction enterprise;credit risk evaluation;financial risk detection;logistic model
参考文献
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[2] 吕齐.商业银行建筑行业企业信贷风险管理研究[D].北京:对外经济贸易大学,2016.
建筑经济,2020(10):98-101