IEEE - Institute of Electrical and Electronics Engineers, Inc. - Credit Risk Measurement of Chinese Listed Corporations Based on the KMV Model

2009 Second International Conference on Intelligent Computation Technology and Automation (ICICTA)

Author(s): Jingdi Wang ; Dongsheng Zhou ; Bailing Wang ; Xiaoling Feng
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2009
Conference Location: Changsha, Hunan, China, China
Conference Date: 10 October 2009
Volume: 4
Page(s): 168 - 171
ISBN (Paper): 978-0-7695-3804-4
DOI: 10.1109/ICICTA.2009.757
Regular:

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... View More

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