Enterprise Risk Evaluation and Forecast--Empirical Evidence of Chinese Listed Companies from 2009-2010
This paper is to evaluate and forecast the risk of Chinese listed companies through Dynamic Bayesian Network Classification Model and risk forecasting index system.The result shows that the listed companies in 2009 are all have certain level financial and operating risk.Among them, 11.62% have high financial risk and 21.76% have high operating risk.Looked from the Industry distribution, Electricity, Gas and Water Production and Supply, Electronics, Real Estate, Metallurgy, Agriculture, Forestry, Animal husbandry and Fishery, Pharmaceuticals, Biological and Comprehensive Industries have higher financial risk.Mining, Electronics, Real Estate, Textile, Clothing and Fur Industry, Transportation, Storage, Metallurgy, Agriculture, Forestry, Animal husbandry and Fishery, Wholesale, Retail and Comprehensive Industries have higher operating risk.Similarly, listed companies in 2010 also have certain level financial and operating risk: 12.37% of them have higher financial risk and 18.44% have higher operating risk.Electricity, Gas and Water Production and Supply, Electronics, Real estate, Metallurgy, Agriculture, Forestry, Animal husbandry, Fishery, Pharmaceuticals, Biological, Wholesale and Retail, Food and Beverage and Comprehensive Industries have higher financial risk.Mining, Electronics, Real Estate, Mechanicals, Equipment and Instrument, Metallurgy, Wholesale and Retail, Servicing and Comprehensive Industries have higher operating risk.
operating risk financial risk risk identify risk management risk forecast
Shao Jun Wang Shuangcheng Liu Yanping
Shanghai Lixin University of Commerce
国际会议
The 4th Conference on Chinas Economic Operation Risk Management(2010·Shanghai)(第四届中国立信风险管理论坛)
上海
英文
135-144
2010-10-14（万方平台首次上网日期，不代表论文的发表时间）