摘要
信用风险是金融业面临的最主要的风险之一,对企业债权人及股东的投资产生重要影响,因此,度量信用风险显得十分重要。采用KMV模型对中国上市公司的信用风险进行度量,结果表明该模型能很好地识别信用风险。
Credit risk is one of the foremost financial risks of enterprise, which has an important impact on the investment of the shareholders and the creditors.Therefore, the measurement of the credit risk can be quite important,In the paper, the KMV model is used to measure the credit risk of the Chinese listed companies.The results show that the model can identify the credit risk well.
出处
《经济研究导刊》
2011年第13期73-74,共2页
Economic Research Guide
