基于Matlab计算的KMV模型在商业银行信用风险管理中的应用

KMV model calculations based on Matlab in Commercial Bank Credit Risk Management

社会经济的不断发展,金融行业也处于不断发展之中,服务范围也得到更广泛的拓展,在金融企业发展的同时也出现了一系列问题,商业银行的不断发展,过去银行风险管理的方式已经不能满足新时代银行各种风险因素的控制需求,非常有必要加强风险管理体系的构建,强化商业银行的抗风险能力,让商业银行作为一个资金交流支撑,能够更好地给发行者与投资者提供更准确的商业信息,降低银行的信用风险。本文主要分析了Matlab计算函数中的KMV模型在商业银行信用风险管理中的应用。

The social economy continues to develop,the financial sector is also growing among a wider range of services has also been expansion in the financial business development while there have been a series of problems,the continuous development of the commercial banks in the past the bank's risk management mode can not meet the needs of a new era of banking various control risk factors is necessary to strengthen the risk management system to build,strengthen anti-risk ability of commercial banks,commercial banks make money as an exchange of support,better able to give the publisher and investors provide more accurate business information,reduce the credit risk of banks.This paper analyzes the function of the Matlab computing KMV model in commercial bank credit risk management.