Title :
The Study on Credit Risk´s Evaluation - Modern Method and Zhejiang´s Cases
Author_Institution :
Dept. of Finance, Zhejiang Univ. of Finance & Econ., Hangzhou, China
Abstract :
This paper compares some modern methods and measures the credit risk of listed companies of Zhejiang province on 2010 by a mixture of the models. And the paper adjusts the calculation of model´s related parameters in the empirical process. In order to ensure the accuracy of empirical results, the thesis does some relevant inspection for the empirical results. At the end, some policy suggestions are provided.
Keywords :
financial management; organisational aspects; risk analysis; Zhejiang cases; Zhejiang province; credit risk evaluation; empirical process; listed companies; policy suggestions; Biological system modeling; Companies; Data models; Industries; Mathematical model; Pricing; Probability; Default point; KMV model; Listed companies of Zhejiang province; credit risk;
Conference_Titel :
Business Intelligence and Financial Engineering (BIFE), 2013 Sixth International Conference on
Conference_Location :
Hangzhou
Print_ISBN :
978-1-4799-4778-2
DOI :
10.1109/BIFE.2013.53
