摘要
本文规划了一个KMV模型实务化的框架,即结合传统信用度量方法,按不同行业建立相应的在参数设置上有差异的,比较符合该行业经济特征的行业KMV模型,以期通过KMV模型实务化来应用学术界的研究成果,并尝试运用KMV模型在我国建立一套有效的、可操作的、较完整的信用评价系统。
The paper lay outs the frame of KMV model practicality, i.e. combining with traditional credit measurement methods, sets up industry KMV model of different parameters which adopts to the industry economical features. By this way, we can apply the academic research achievements, and try utilizing KMV model to build a set of efficient, operable and integrity credit assessment system in our country.
出处
《财经科学》
CSSCI
北大核心
2009年第3期116-124,共9页
Finance & Economics
