2026-09-19T21:28:16Zhttps://dspace.mit.edu/server/oai/requestoai:dspace.mit.edu:1721.1/1389502022-01-15T03:34:50Zcom_1721.1_7582com_1721.1_7581col_1721.1_131023
Noe, Christopher Francis
Chen, Yiwen
Sloan School of Management
2022-01-14T14:40:17Z
2022-01-14T14:40:17Z
2021-06
2021-06-10T19:12:57.586Z
https://hdl.handle.net/1721.1/138950
Using data from the Chinese fixed income market, this thesis builds up a logistic regression model mainly consisting of both financial condition variables and financial report quality variables. The analysis suggests the degree of effect for different variables and thus provides a reference for credit risk assessment. Supporting evidence is also provided to show that the model can predict default one year in advance effectively and perform better than the main rating agency companies.
S.M.
Massachusetts Institute of Technology
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https://rightsstatements.org/page/InC-EDU/1.0/
A Research on Corporate Bond Defaults in the Chinese Market
Thesis
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Master
Master of Science in Management Studies
Publication
unknown
unknown
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