A study of credit risk measurement models：Evidence from Chinese listed companies

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A study of credit risk measurement models：Evidence from Chinese listed companies

This paper attempts a comparative study of credit risk measurement models by comparing the traditional models commonly used by Chinese companies: the Z-score and the Logit model to select a credit risk measurement model with better predictive performance for predicting the bankruptcy of Chinese list...

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Bibliographic Details
Main Author:	Zhao, Jing
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2022
Subjects:	Credit risk Z-score model Logit model Financial ratios
Online Access:	https://eprints.nottingham.ac.uk/70144/

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