英文文献：Determining the Probability of Default of Agricultural Loans in a French Bank-确定一家法国银行农业贷款违约的可能性
英文文献作者：Jouault, Amelie,Featherstone, Allen M.
英文文献摘要：
Recently, financial institutions have developed improved internal risk rating systems and emphasized the probability of default and loss given default. Also they have been affected by globalization and it became important to understand the way foreign banks operate. The probability of default is studied for 756 loans from a French bank: CIC- Banque SNVB. A binomial logit regression is used to estimate a model of the probability of default of an agribusiness loan. The results show that leverage, profitability and liquidity at loan origination are good indicators of the probability of default. The loan length is another good indicator of the probability of default. Also it is more accurate to develop a model for each type of collateral (activity).

最近，金融机构发展了完善的内部风险评级体系，强调违约概率和违约造成的损失。他们也受到了全球化的影响，了解外国银行的运作方式变得很重要。研究了法国一家银行CIC- Banque SNVB的756笔贷款的违约概率。二项logit回归用于估计农业企业贷款违约概率的模型。结果表明，杠杆率、贷款发放时的盈利能力和流动性是较好的违约概率指标。贷款期限是违约概率的另一个良好指标。此外，为每种抵押品(活动)建立一个模型更准确。