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首页> 外文会议>2011 International Conference on Business Management and Electronic Information >The small sample credit risk rating and its empirical study
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The small sample credit risk rating and its empirical study

机译：小样本信用风险评级及其实证研究

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Credit risk rating is used to judge the risk degree of different enterprises and provides some references for measuring the default rates of different enterprises. The sufficient sample number can guarantee the accuracy and rationality of credit rating. It is very difficult to find the ideal large samples in reality, especially in the banking. This study finds out the distribution rule of rating scores by use of testing the score distribution of small sample commercial bank credit evaluation. According to the distribution rule, the sample data are expanded and the bank credit risk ranks are divided. Firstly, this study reveals the logarithmic distribution rule of commercial bank credit scores in China by testing the distribution rule of rating scores. In the face of limited sample date of commercial banks, the problem how the data are expanded in credit rating is solved. Secondly, the credit ranks of 41 Chinese banks who publish the annals can be fixed based on the credit scores of credit ranks of 1000 simulated banks, which solves the problem that nine credit ranks can't be divided reasonably with small samples of 41 commercial banks. So this study is of importance for those countries which have few and concentrated banks to do some ratings.
机译：信用风险等级用于判断不同企业的风险程度，为衡量不同企业的违约率提供参考。足够的样本数可以保证信用评级的准确性和合理性。在现实中，尤其是在银行业中，很难找到理想的大样本。本研究通过对小样本商业银行信用评估的分数分布进行检验，找出了评级分数的分布规律。根据分配规则，对样本数据进行扩展，并对银行信用风险等级进行划分。首先，通过检验评级得分的分布规律，揭示了我国商业银行信用得分的对数分布规律。面对商业银行的抽样日期有限，解决了信用等级数据扩展的问题。其次，可以根据1000家模拟银行的信用等级的信用分数来确定41家中资银行公布行情的信用等级，解决了41家商业银行小样本无法合理划分9个信用等级的问题。 。因此，本研究对于银行数量少，集中度高的国家进行评级具有重要意义。

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