The Credit Default Risk Research of Chinas Listed Companies in view of KMV

摘要：

　　The Paper focuses on KMV model to discuss the credit default risk of Chinas Listed Companies.We select a wide range of sample data and try to use the results to analyze the applicability of the model in China from the micro perspective.It is concluded that the model can be used to distinguish different credit risks of Chinas Listed Companies, also cited to match with Chinas current credit rating system.

关键词： KMV credit default risk listed companies

作者: Zhang Piqiang

作者单位: Shanghai Lixin University of Commerce

会议类型: 国际会议

会议名称: The 4th Conference on Chinas Economic Operation Risk Management(2010·Shanghai)(第四届中国立信风险管理论坛)

会议地点: 上海

会议语种:英文

页码: 257-269

在线出版日期: 2010-10-14（万方平台首次上网日期，不代表论文的发表时间）