Research Article
Credit Rating Model of Small Enterprises Based on Optimal Discriminant Ability and Its Empirical Study
Table 5
Credit rating results of small enterprises.
| (1) No. | (2) Sample size | (3) Credit rating | (4) Credit score interval | (5) Interval length | (6) LGD (%) |
| 1–1458 | 1458 | AAA | [80.8707, 100.0000] | 19.1293 | 0.52 | 1459–2472 | 1014 | AA | [70.4617, 80.8707) | 10.4090 | 5.49 | 2473–2690 | 218 | A | [58.3853, 70.4617) | 12.0746 | 7.65 | 2691–2752 | 62 | BBB | [56.6942, 58.3853) | 1.6911 | 15.42 | 2753–3033 | 281 | BB | [47.7085, 56.6942) | 8.9857 | 17.44 | 3034–3099 | 66 | B | [37.1479, 47.7085) | 10.5606 | 20.84 | 3100–3107 | 8 | CCC | [32.6318, 37.1479) | 4.5161 | 23.01 | 3108–3110 | 3 | CC | [0, 31.3853) | 31.3853 | 94.82 | 3111 | 1 | C | 0 | — | 100.00 |
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