| 风险债务评估方法及拓展性研究 |
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| 引用本文： | 徐慧玲. 风险债务评估方法及拓展性研究[J]. 湖北经济学院学报, 2007, 5(3): 67-71 |
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| 作者姓名： | 徐慧玲 |
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| 作者单位： | 华中科技大学,经济学院,湖北,武汉,430074;湖北经济学院,金融学院,湖北,武汉,430205 |
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| 摘 要： | 按照违约发生机制的不同,风险债务评估方法目前可分为传统方法、简约化方法、结构化方法及内生性违约阈值方法四类.而当我们引入非完全信息,同时综合考虑债权人及股东的决策问题时,风险债务评估方法无疑将得到更加长足的发展.
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| 关 键 词： | 风险债务评估 违约风险 违约阈值 债务合同 |
| 文章编号： | 1672-626X（2007）03-0067-05 |
| 修稿时间： | 2006-03-21 |
Methods of Risky Debt Valuation and the Expanding Research |
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| XU Hui-ling. Methods of Risky Debt Valuation and the Expanding Research[J]. Journal of Hubei University of Economics, 2007, 5(3): 67-71 |
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| Authors: | XU Hui-ling |
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| Affiliation: | 1. School of Economics, Huazhong University of Science and Technology, Wuhan 430074, China; 2. School of Finance, Hubei University of Economics, Wuhan 430205, China |
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| Abstract: | According to different default occurrence mechanisms,methods of risky debt valuation can be divided into the following four kinds: traditional approach,reduced form approach,structuralized approach and endogenous default threshold approach.And when we consider the incomplete information and analyze the decision-making of creditors and stockholders at the same time,the methods of risky debt valuation will definitely plays a greater role. |
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| Keywords: | risky debt valuation default risk default threshold debt contract |
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