Research on Bond Investment Decision-Making Based on Logistic Regression Model

DOI: https://doi.org/10.62517/jbdc.202301209

Author(s)

Dengsheng Liu, Chunyi Huang, Yilin Guo, Ying Li

Affiliation(s)

College of Tourism Date, Guilin Tourism University, Guilin, GuangXi 541006, China

Abstract

At present, the bank's investment decision in a company directly determines its profitability. Appropriate usage of a multivariate logistical regression model can estimate the probability of default, which can enable the bank to make the best option indirectly. Firstly, the credit risk of many listed companies in different fields is used as a quantitative criterion and characteristic coefficients. Besides, it used to make a standard credit rating. Using this as a rule, it can count the credit ratings of different companies in emergencies. Then it can be used to help bank's investment decision. It is found that the results are reasonable and accurate.

Keywords

Logistical Regression Model; Probability of Default; Credit Evaluation; SPSS

References

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