| 我国制造业上市公司信用风险研究——基于KMV模型 |
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| 引用本文： | 万晏伶,杨俊. 我国制造业上市公司信用风险研究——基于KMV模型[J]. 技术经济, 2011, 30(5): 119-123 |
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| 作者姓名： | 万晏伶 杨俊 |
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| 作者单位： | 重庆大学,经济与工商管理学院,重庆,400044 |
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| 摘 要： | 运用KMV模型对我国46家制造业上市公司的信用风险进行评估。实证结果表明,引入公司资产价值增长率后的KMV模型能够更好地区分ST和业绩优良的制造业上市公司,可用于我国商业银行对制造业上市公司信用风险的度量。
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| 关 键 词： | 信用管理 信用建设 信用评估 商业银行 KMV模型 |
Analysis on Credit Risk of China's Listed Companies in Manufacturing Industry:Based on KMV Model |
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| Wan Yanling,Yang Jun. Analysis on Credit Risk of China's Listed Companies in Manufacturing Industry:Based on KMV Model[J]. Technology Economics, 2011, 30(5): 119-123 |
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| Authors: | Wan Yanling Yang Jun |
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| Affiliation: | (School of Economics and Business Administration,Chongqing University,Chongqing 400044,China) |
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| Abstract: | This paper evaluates the credit risks of 46 listed companies in manufacturing industry of China with the KMV model.The result shows that using the KMV model into which the growth rate of capital value of company is introduced can distinguish ST listed companies from those with good performance in manufacturing industry better,and this model can be used by commercial bank to evaluate the credit risk of listed companies in manufacturing industry. |
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| Keywords: | credit management credit construction credit evaluation commercial bank KMV model |
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