风险债务评估方法及拓展性研究

Methods of Risky Debt Valuation and the Expanding Research

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。

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.