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。
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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