摘要
该文将KMV模型与我国国情相结合,在现有研究成果的基础上对模型加以修正,利用修正之后的模型对沪深两市24家上市公司的信用风险进行验证分析,结果表明,修正之后的KMV模型能够在上市公司违约前预测出其信用质量的急剧下降,能够清晰地观察出其信用质量的动态变化趋势,能够较好地预测出信用风险的变化。
In this paper, the KMV model combined with our national situation,On the basis of existing research results on the model is modified,By using the revised model of credit risk on the 24 listing Corporation in Shanghai and Shenzhen two city validation analysis,The results show that,The modified KMV model can be in after listing Corporation before defaultforecast sharply its credit quality,Can clearly observe the dynamic changing trend of its credit quality,can well predict credit risk.
出处
《科技创新导报》
2014年第2期1-4,共4页
Science and Technology Innovation Herald
