• Finally, used the amended KMV model for the credit risk assessment, and tested the results.

    最后利用修正后的KMV模型对其进行信用风险评估,并对结果进行了相关检验。

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  • The KMV Model, which is based on Merton′s option pricing theory, is applied to get the expected default frequency and default loss of the loan.

    运用基于期权定价理论的KMV模型来得到公司的预期违约率和违约损失,从而能合理地确定贷款利率。

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  • In case of credit assets backed securities, the paper explores the special risks of asset securitization-default risk, and the default risks with KMV model.

    以信贷资产支持证券为例探讨资产证券化的特有风险—违约风险,并运用KMV模型测度个案违约风险,在此基础上提出一些控制违约风险的策略。

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  • The empirical analysis shows that KMV model can reflect real operation of listed companies accurately and this model can be used in China's commercial banks.

    通过实证分析证明,KMV模型能够比较准确的反映上市公司的真实经营状况,将KMV模型应用于我国商业银行信贷风险管理是可行的。

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  • Considering the lack of credit date of financial market in China, KMV model, which can directly use data from stock market to measure credit risk, has extensive application.

    我国金融市场由于缺乏足够的信用数据,直接利用股票市场数据来进行信用风险管理的KMV模型有着广泛的应用前景。

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  • And the default risk compensation rate could be made by measuring default risk in data way through KMV model; rate adjusted extent could be made by the customer's contribution to the bank.

    其中的违约风险补偿率可以借鉴KMV模式对信贷违约风险进行量化处理获得,利率调整幅度则由该客户的贡献度决定。

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  • Study finds KMV model is applicable to listed companies in China's textile industry to measure credit risk, sub prime crisis had a significant impact on the credit risk of listed companies.

    研究发现kmv模型适用于我国纺织业上市公司的信用风险衡量,次贷危机对上市公司信用风险产生了显著的影响。

    youdao

  • Study finds KMV model is applicable to listed companies in China's textile industry to measure credit risk, sub prime crisis had a significant impact on the credit risk of listed companies.

    研究发现kmv模型适用于我国纺织业上市公司的信用风险衡量,次贷危机对上市公司信用风险产生了显著的影响。

    youdao

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