基于KMV模型的上市公司信用风险管理实证研究

Empirical Research of Credit Risk Management in Listed Company Based on KMV Model

对我国上市公司信用风险的实证分析结果说明,KMV模型能够明显识别出业绩好的和业绩差的公司的信用状况,并能很好识别出公司信用状况的变化趋势。

The empirical analyses of the credit risk in our listed company show that KMV model can obviously identify the companies with good credit performance and poor credit performance as well,and identify credit changing trend easily.