A Model of Credit Risk Assessment for Listed Company in China: An Empirical Study

Author

Yang, Wei

Author_Institution

Zhejiang Univ., Hangzhou

fYear

2006

fDate

17-20 Sept. 2006

Firstpage

22

Lastpage

26

Abstract

Credit risk is one of most important risks of financial market, which is concerned by all circles of society. This paper puts forward the credit risk evaluation system that suits the listed companies in China based on current studies of domestic and international researchers. According to the situation of the credit risk assessment and the credit risk management of listed company in China, we select 208 listed companies in 2003 as the sample studying. Then through the Fisher of differentiated analytic approach, we set up a new model which might be helpful for investors, managers, financial agencies and government to evaluate the credit risk of listed company in China.

Keywords

finance; macroeconomics; risk analysis; risk management; China; credit risk assessment model; credit risk evaluation system; credit risk management; differentiated analytic approach; financial market; Asia; Data security; Finance; Financial management; Forward contracts; Government; Neural networks; Predictive models; Risk analysis; Risk management; Credit risk assessment; listed company; measurement model;

fLanguage

English

Publisher

ieee

Conference_Titel

Engineering Management Conference, 2006 IEEE International

Conference_Location

Bahia

Print_ISBN

1-4244-0285-9

Electronic_ISBN

1-4244-0286-7

Type

conf

DOI

10.1109/IEMC.2006.4279808

Filename

4279808