TITLE:
Research on Credit Risk Assessment of Small and Medium-Sized Enterprises in Commercial Banks
AUTHORS:
Yacui Gao, Lidan Zhang
KEYWORDS:
Commercial Banks, Small and Medium-Sized Enterprises, Credit Risk, Evaluation Model
JOURNAL NAME:
Open Access Library Journal,
Vol.5 No.11,
November
23,
2018
ABSTRACT: By using the data of 2014 and 2015 about the 90 small and medium-sized en-terprises credit default and normal samples from a joint-stock commercial bank, this paper builds the credit risk assessment evaluation index system to the small and medium-sized enterprise of commercial bank. Based on the logit model, we make a test for the 30 enterprises of the testing samples. Finally, the evaluation model draws that the predicted probability of default of the model is as high as 90%, the reliability of credit risk assessment model is verified.