【摘要】 《新巴塞尔协议》要求银行加强内部评级,企业信用评级是内部评级的重要组成部分。鉴于国内定量分析方法的缺点而提出来M.H.DIS(多准则层次判别法)模型,此模型通过求得描述属于某一信用级别的所有企业特征的效用函数,从而实现对企业的分类。这是一般的判别分析所没有考虑的。更多还原

【Abstract】 "New Barseille Treaty"demands banks to strergthen internal assessment in which credit assessment is an imporant part.Considering that there exist some defects in the natine quantitative methods the paper propeses a model of M.H.DIS to clessify enterprises by gaining the utility function involving the characters of all enterprises at certain credit level.更多还原