published_or_final_version / Economics and Finance / Doctoral / Doctor of Philosophy

published_or_final_version / Business / Doctoral / Doctor of Philosophy

Bai Ling. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2005. / Includes bibliographical references (leaves 77-80). / Abstracts in English and Chinese. / INTRODUCTION --- p.1 / Chapter 1.1 --- Background --- p.1 / Chapter 1.2 --- Research Approach and Design --- p.4 / Chapter 1.3 --- Organization of the Thesis --- p.5 / LITERATURE REVIEW ON CREDIT RISK MODELING --- p.6 / Chapter 2.1 --- Overview --- p.6 / Chapter 2.2 --- Discriminant Analysis --- p.8 / Chapter 2.3 --- Logit Regression --- p.10 / Chapter 2.4 --- Regression and Classification Tree (CART) --- p.10 / Chapter 2.3 --- Chapter Summary --- p.12 / FALSE FINANCIAL STATEMENTS DETECTION --- p.13 / Chapter 3.1 --- Overview --- p.13 / Chapter 3.2 --- Empirical Studies on Financial Scandal and False Financial Statements (FFS) --- p.14 / Chapter 3.3 --- False Financial Statements (FFS) Detection --- p.17 / Chapter 3.4 --- Chapter Summary --- p.23 / RESEARCH METHODOLOGIES IN CREDIT SCORING & FALSE FINANCIAL STATEMENTS DETECTION --- p.25 / Chapter 4.1 --- Overview --- p.25 / Chapter 4.2 --- Logit Regression --- p.26 / Chapter 4.3 --- Classification and Regression Tree (CART) --- p.31 / Chapter 4.4 --- Chapter Summary --- p.34 / PROPOSED STUDY FRAMEWORK --- p.35 / Chapter 5.1 --- The COMPLETE Framework --- p.35 / Chapter 5.2 --- Rating Process --- p.43 / Chapter 5.3 --- Chapter Summary --- p.45 / DEVELOPING THE CREDIT SCORING MODEL --- p.46 / Chapter 6.1 --- Overview --- p.46 / Chapter 6.2 --- Sample --- p.46 / Chapter 6.3 --- Variables --- p.47 / Chapter 6.4 --- Result of the Univariate Analysis --- p.49 / Chapter 6.5 --- Develop the Bankruptcy Risk Model with Logit Regression --- p.50 / Chapter 6.6 --- Chapter Summary --- p.54 / INVESTIGATING FALSE FINANCIAL STATEMENTS --- p.55 / Chapter 7.1 --- Overview --- p.55 / Chapter 7.2 --- Impact of False Financial Statements (FFS) on Credit Risk Assessments - Evidence from Lantian's Case --- p.55 / Chapter 7.3 --- Evaluating the Trustworthiness Aspect for Lantian --- p.56 / Chapter 7.4 --- Analyze FFS with Statistical Tools --- p.59 / Chapter 7.5 --- Chapter Summary --- p.73 / SUMMARY --- p.75 / REFERENCES --- p.77

by Chung So-har, Coco, Lai Ki-cheong, Michael. / Thesis (M.B.A.)--Chinese University of Hong Kong, 1990. / Bibliography: leaves 69-70. / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF TABLES --- p.iv / LIST OF FIGURES --- p.v / ACKNOWLEDGEMENT --- p.vi / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Purposes of Research --- p.1 / Commercial Lending Environment in Hong Kong --- p.2 / Research Methodolody --- p.4 / Chapter II. --- LENDING DECISION --- p.5 / Theoretical Approaches --- p.5 / Interviews --- p.11 / Classification of Information Items --- p.18 / Research Framework --- p.20 / Hypotheses --- p.24 / Chapter III. --- RESEARCH DESIGN --- p.27 / The Sampling Process --- p.27 / Sampling Plan --- p.28 / Data Collection Method --- p.29 / Chapter IV. --- DATA ANALYSIS --- p.32 / Response --- p.32 / Analysis and Results --- p.33 / Chapter V. --- DISCUSSION AND CONCLUSION --- p.47 / APPENDIX / Chapter I. --- Questionnaries for Bank Executives --- p.54 / Chapter II. --- Questionnaries for MBA Students --- p.56 / Chapter III. --- Frequency Distribution Analysis for Responses from Bank Executives --- p.58 / Chapter IV. --- Descriptive Variable Analysis for Responses from Bank Executives --- p.61 / Chapter V. --- Descriptive Variable Analysis for Responses from MBA Students --- p.62 / Chapter VI. --- List of Banks to which Questionnaries were sent --- p.63 / Chapter VII. --- Data and Coding Format --- p.67 / BIBLIOGRAPHY --- p.69

by Cheng Chi Kin, Wong Siu Yuen, Michael. / Thesis (M.B.A.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 61-63). / ABSTRACT --- p.ii / TABLE OF CONTENTS --- p.iii / LIST OF TABLES --- p.v / ACKNOWLEDGMENT --- p.vi / Chapter / Chapter I. --- INTRODUCTION --- p.1 / Chapter II. --- BASIC PRINCIPLES OF CREDIT RISK MANAGEMENT --- p.5 / Establishing an appropriate Credit Risk Environment --- p.7 / Operating under a Sound Credit Granting Process --- p.9 / "Maintaining an Appropriate Credit Adminstration, Measurement and Monitoring Process " --- p.13 / Ensuring Adequate Controls over Credit Risk --- p.17 / Chapter III. --- CREDIT RISK MANAGEMENT IN CHINA BANKING INDUSTRY --- p.19 / Development of Chinese Banking Industry --- p.19 / Business Lending in China --- p.22 / Special Issues --- p.24 / Chapter IV. --- CREDIT GRANTING IN HONG KONG BANKS --- p.33 / The Lending Process --- p.35 / Internal Rating System --- p.38 / Internal Control --- p.40 / Illustrative Scenarios --- p.41 / Credit Control Principles --- p.43 / Chapter V. --- COMPARISON BETWEEN PRACTICES IN HONG KONG AND CHINESE BANKS --- p.45 / Structures and Responsibility --- p.45 / Internal Rating System --- p.47 / Division of Labour and Performance Appraisal --- p.51 / Monitoring Process --- p.52 / Overdraft --- p.52 / Non-performing Loan --- p.53 / Chapter VI. --- CONCLUSION --- p.54 / APPENDIX --- p.58 / BIBLIOGRAPHY --- p.61