Credit Rating Model of Small Enterprises Based on Optimal Discriminant Ability and Its Empirical Study

Table 7

Credit rating results based on K-means clustering.

(1) No.	(2) Sample size	(3) Credit rating	(4) Credit score interval	(5) Interval length	(6) LGD (%)
1–80	80	AAA	[91.8873, 100.0000]	8.1127	0.00
81–567	487	AA	[85.9509, 91.8873)	5.9364	0.00
568–1594	1027	A	[80.3318, 85.9509)	5.6191	0.88
1595–2398	804	BBB	[72.3118, 80.3318)	8.0200	6.78
2399–2660	262	BB	[61.2039, 72.3118)	11.1079	5.90
2661–2934	274	B	[50.1150, 61.2039)	11.0889	24.37
2935–3070	136	CCC	[41.5533, 50.1150)	8.5617	21.44
3071–3108	38	CC	[31.3853, 41.5533)	10.1680	2.88
3109–3111	3	C	[0, 31.3853)	31.3853	100.00