| URN |
etd-0826109-173555 |
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| Author |
Zong-ruei Yang |
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| Author's Email Address |
No Public. |
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| Statistics |
This thesis had been viewed 5568 times. Download 1724 times. |
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| Department |
Institute of Human Resource Management |
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| Year |
2008 |
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| Semester |
2 |
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| Degree |
Master |
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| Type of Document |
|
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| Language |
zh-TW.Big5 Chinese |
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| Title |
none |
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| Date of Defense |
2009-07-19 |
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| Page Count |
71 |
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| Keyword |
SMEs
logistic regression analysis
credit risk of loans
non-financial risk factor
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| Abstract |
This paper provides a credit risk quantification system for banks to estaminate the credit risk of loans to small and mediume nterprises(SMEs). As we know, the most difficult thing for banks to handle SME loans is whose financial reporting lacks transparency and no valuable reference.
We use non-financial variables and employ the logisitic regression to develop the credit risk predict model. We concludet: first, when construct a SMEs credit rating system, non-financial factors should be seriously considered and adopted. Second, because of positioned different stage of firm life cycle, the credit rating model should be set up differently by different stage of firm. Third, SME loans should to make much of establishing “relationship-based” in order to meet the various demands of risk management. |
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| Advisory Committee |
Yong-Chuan Wang - chair
Jie-Tsuen Huang - co-chair
Chin-Ming Ho - advisor
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| Files |
indicate access worldwide |
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| Date of Submission |
2009-08-26 |
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