| 基于KMV模型的上市公司信用风险度量分析 |
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| 引用本文： | 林婵.基于KMV模型的上市公司信用风险度量分析[J].经济研究导刊,2011(13):73-74. |
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| 作者姓名： | 林婵 |
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| 作者单位： | 琼州学院旅游管理学院,海南三亚,572022 |
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| 摘 要： | 信用风险是金融业面临的最主要的风险之一,对企业债权人及股东的投资产生重要影响,因此,度量信用风险显得十分重要。采用KMV模型对中国上市公司的信用风险进行度量,结果表明该模型能很好地识别信用风险。
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| 关 键 词： | 上市公司 信用风险 KMV模型 |
Analyzing the Credit Risk Measurement of Listed Companies Base on KMV Model |
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| LIN Chan.Analyzing the Credit Risk Measurement of Listed Companies Base on KMV Model[J].Economic Research Guide,2011(13):73-74. |
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| Authors: | LIN Chan |
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| Institution: | LIN Chan(Department of Tourism,QiongZhou University,Sanya 572022,China) |
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| Abstract: | Credit risk is one of the foremost financial risks of enterprise, which has an important impact on the investment of the shareholders and the creditors.Therefore, the measurement of the credit risk can be quite important,In the paper, the KMV model is used to measure the credit risk of the Chinese listed companies.The results show that the model can identify the credit risk well. |
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| Keywords: | listed companies credit risk KMV model |
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