Credit Risk Measurement of Chinese Listed Corporations Based on the KMV Model

摘要：

Credit risk management has become a fundamental and crucial work for commercial banks. This paper studies the credit risk measurement of listed corporations by using various types of credit risk models, and analyzes their applicability in China. This paper also makes an empirical analysis to the Chinese fisted corporations credit risk on the basis of the KMV model. Finally, several proposals on how to enhance credit risk management ability of Chinese listed corporations arc put forward.

关键词： Listed Corporations Credit risk KMV model

作者: Jingdi Wang Dongsheng Zhou Bailing Wang Xiaoling Feng

作者单位: College of Transportation Management Dalian Maritime University Dalian, P.R. China College of Transportation Management Dalian Maritime University Dalian, P.R.China

会议类型: 国际会议

会议名称: 2009 Second International Conference on Intelligent Computation Technology and Automation(2009 第二届IEEE智能计算与自动化国际会议 ICICTA 2009)

会议地点: 长沙

会议语种:英文

页码: 3147-3150

在线出版日期: 2009-10-10（万方平台首次上网日期，不代表论文的发表时间）