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The credit assessment of high-tech small and medium-sized enterprises is important and crucial to develop investment needs and improve financing channels.Based on the characteristics of high-tech small and medium-sized enterprises and their credit risk, build a credit risk model using Kalman filter. The results show that the Kalman filter model has a very credible prediction and generalization ability.
Credit assessment of corporation borrower is the main means to control credit risk and asset risk management for commercial bank. The parameters of Logistic default model for the listed company's credit risk assessment are represented the state space form, Then the parameters are estimated by Kalman filter. The results show that the Kalman filter model can be obtained optimum results compared with...
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