碩士 / 國立成功大學 / 財務金融研究所碩士在職專班 / 105 / This research’s main discussion is using Altman Bankruptcy Model and Logistic Regression Credit Rating Model to measure 323 public offering company of crisis warning case in the last ten years in Taiwan, measuring finance crisis occurred before a years and two years of warning capacity .
Due to the economic recession in recent years worldwide , many large company and government default event occurred endlessly. Company borrowing cost stayed at low point led to funds floating. Controlling default chances has become the most important subject for banks.
Banks itself has an built in assessment model on various industry to assess default chances in different faces, hoping to reduce the chances of default and reduce loss at the same time, Altman Bankruptcy model is said to be the ancestor of crisis warning model. Many researches are based on this theory and did more innovation and improvement . Except the original model to Logistic Regression Credit Rating Model, with one or two defined variables by myself to test the warning chances, and then comparing them with the Bank Ratings Model. Finally considering under early warning correct rate, traditional Altman model was still the best. Type II and type I error in the variables that cannot be effectively decreased.
| Identifer | oai:union.ndltd.org:TW/105NCKU5304062 |
| Date | January 2017 |
| Creators | Chih-PinHuang, 黃志彬 |
| Contributors | Ming-Long Wang, 王明隆 |
| Source Sets | National Digital Library of Theses and Dissertations in Taiwan |
| Language | zh-TW |
| Detected Language | English |
| Type | 學位論文 ; thesis |
| Format | 51 |
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