...费下载_大智慧 关键词:信用衍生品;信用风险;KMV模型;违约距离 [gap=980]Key words: credit derivatives; credit risk; KMV-model; distance of default ...
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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。
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。
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