摘要
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。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.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.
出处
《价值工程》
2010年第17期24-26,共3页
Value Engineering
基金
江苏省教育厅社科基金(09SJD790028)资助
南京航空航天大学社科基金资助
关键词
次贷危机
纺织业
KMV模型
违约距离
subprime crisis
textile industry
KMV model
default distance
