商業放款審核之探討-三分法選擇模式之應用
Date Issued
2005
Date
2005
Author(s)
王志成
DOI
zh-TW
Abstract
For credit risk management, the article uses the two-stage regression model to estimate the default risk in consideration of the pre-loan and post-loan review. We select the default probability of the credit rating as the pre-loan review basis to measure the credit quality, which makes the banks precisely realize total credit risk. In addition, this paper focuses on the high risk groups and develops criteria of loans for the high risk groups based on their characteristics. This can construct a monitoring mechanism of the bank loans for the small and medium-size enterprises.
Subjects
信用評等
信用評分
三分法選擇模式
credit rating
credit score
a trichotomous choice model
Type
other
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