Modeling the Credit Risk for China s Small and Medium-Sized Enterprises
The New Basel accord has highlighted the need for models of the credit risk in portfolios of small and medium-sized enterprises (SMEs) loans. There are really no such models of the risks in SMEs loan even though there is a well established industry-credit scoring—in modeling the risk of company loans. This paper discusses if and how one could use equivalent approaches to building such models in SMEs lending and adopting one regional commercial banks data to make Tobit empirical study. The result explains our model is a viable method to solve the problem of credit risk of banks with the interest changes from the control price into the market price.
credit risk Loan pricing model Small and medium enterprises decisive regression analysis model
Zhang Yan Ji Wei-ge Wang Ya-nan
College of Economics and Management Hebei University of Science and Technology Shijiazhuang 050018, China
国际会议
北京
英文
244-246
2011-08-08（万方平台首次上网日期，不代表论文的发表时间）