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