DocumentCode
1910823
Title
Credit Risk Measurement of Chinese Listed Corporations Based on the KMV Model
Author
Wang, Jingdi ; Zhou, Dongsheng ; Wang, Bailing ; Feng, Xiaoling
Author_Institution
Coll. of Transp. Manage., Dalian Maritime Univ., Dalian, China
Volume
4
fYear
2009
fDate
10-11 Oct. 2009
Firstpage
168
Lastpage
171
Abstract
Credit risk management has become a fundamental and crucial work for commercial banks. This paper studies the credit risk measurement of listed corporations by using various types of credit risk models, and analyzes their applicability in China. This paper also makes an empirical analysis to the Chinese listed corporations´ credit risk on the basis of the KMV model. Finally, several proposals on how to enhance credit risk management ability of Chinese listed corporations are put forward.
Keywords
banking; financial management; risk management; Chinese listed corporation; KMV model; commercial bank; credit risk management; Automation; Conference management; Educational institutions; Environmental economics; Forward contracts; Predictive models; Risk analysis; Risk management; Technology management; Transportation; Credit risk; KMV model; Listed Corporations;
fLanguage
English
Publisher
ieee
Conference_Titel
Intelligent Computation Technology and Automation, 2009. ICICTA '09. Second International Conference on
Conference_Location
Changsha, Hunan
Print_ISBN
978-0-7695-3804-4
Type
conf
DOI
10.1109/ICICTA.2009.757
Filename
5288241
Link To Document