| 美国银行倒闭预警的实证研究 |
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| 引用本文： | 傅庚.美国银行倒闭预警的实证研究[J].软科学,2006,20(2):52-55. |
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| 作者姓名： | 傅庚 |
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| 作者单位： | 中国人民银行,研究生部,北京,100083 |
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| 摘 要： | 通过美国银行业1994~2004年的最新数据,分别用Z评分方法和LOG IT方法进行预警分析表明:LOG IT模型和Z评分模型都能够有效预测美国银行业1994~2004年的银行倒闭事件。LOG IT模型在预警的准确性和稳定性方面都高于Z评分模型。
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| 关 键 词： | 银行倒闭 Z评分模型 LOGIT模型 |
| 文章编号： | 1001-8409（2006）02-0052-04 |
| 收稿时间： | 2005-10-08 |
| 修稿时间： | 2005-10-08 |
An Empirical Study of Predicting Bank Failures in USA |
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| FU Geng.An Empirical Study of Predicting Bank Failures in USA[J].Soft Science,2006,20(2):52-55. |
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| Authors: | FU Geng |
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| Abstract: | Both the LOGIT model and the Z -Score model is used to predict bank failures in USA from 1994 to 2004 in this paper. The results show that both models performed well in terms of classification resuits. However, LOGIT model outperformed Z - Score model in percentage correct and predicting stability. |
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| Keywords: | bank failure Z - Score model LOGIT model |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
