DocumentCode
693898
Title
The Study on Credit Risk´s Evaluation - Modern Method and Zhejiang´s Cases
Author
Xu Han ; Wu Xin
Author_Institution
Dept. of Finance, Zhejiang Univ. of Finance & Econ., Hangzhou, China
fYear
2013
fDate
14-16 Nov. 2013
Firstpage
249
Lastpage
253
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;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Intelligence and Financial Engineering (BIFE), 2013 Sixth International Conference on
Conference_Location
Hangzhou
Print_ISBN
978-1-4799-4778-2
Type
conf
DOI
10.1109/BIFE.2013.53
Filename
6961131
Link To Document