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。
This paper investigated the current credit risk models and proposed the modified KMV model to measure the credit risk in china.
本文首先论述了国际通用的各信用风险模型的适用条件，提出改进的KMV模型作为度量我国不良资产证券化信用风险的模型。
In empirical part, the article makes empirical analysis on RBS based on the study of KMV model, which is the most widely used credit model.
在实证部分，在研究了当前使用最广泛的KMV的模型的基础上，对苏格兰皇家银行做了信用分析。
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。
We did the study according to the basic models of credit risk management in KMV co. Ltd, and the relevant data of national bond from 1981 to 2002 in China.
本文应用KMV公司信用风险管理的基本理念，利用我国1981 ~ 2002年国债债务的相关数据，对国债的信用风险进行了研究。
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。
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。
Explain with emphasis the theory origin and the principle of KMV model, and have expounded computation process and the method of the parameter estimation of KMV model.
重点说明了KMV模型的理论来源和原理，阐明了KMV模型的计算过程和参数估值的方法。
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。
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。
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。
This paper selects the KMV model to measure the credit risk, verifies the applicability of the KMV model, analyzes that the impact of subprime crisis on the credit risk of textile industry lengthways.
论文以kmv模型作为度量信用风险的基本模型，验证了kmv模型适用性，分析了次贷危机对纺织业上市公司信用风险的影响。
This paper selects the KMV model to measure the credit risk, verifies the applicability of the KMV model, analyzes that the impact of subprime crisis on the credit risk of textile industry lengthways.
论文以kmv模型作为度量信用风险的基本模型，验证了kmv模型适用性，分析了次贷危机对纺织业上市公司信用风险的影响。
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