Abstract
Credit risk is a type of risks that commercial banks always face, especially in the context of increasing fierce competition in monetary business sector today. Therefore, it is essential to build an effective tool to support banks to limit risks in commercial lending. Based on the urgency of the actual situation, the paper proposes a model that warns credit risk early based on the analysis of financial ratios. The logistic regression analysis method was used to analyze financial ratios with 152 observations.
Keywords: Warning model; Credit risk; Logistic model; Ranking model; Financial ratios; Binary regression.
JEL classification: G, G01, G32
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Ban biên tập Tạp chí Kinh tế & Quản trị Kinh doanh
Phòng 514, Nhà điều hành, trường Đại học Kinh tế & Quản trị Kinh doanh
Địa chỉ: Phường Tân Thịnh, thành phố Thái Nguyên
Email: tapchikt-qtkd@tueba.edu.vn; Điện thoại: 0208.3903373
