Internal Credit Risk Measurement Method Research of the Commercial Banks in China

被引：0
|
作者：
Li, Hong [1 ]
Yang, Qin [2 ]
Xue, Huizhen [1 ]
机构：
[1] Nanchang Univ, Sch Econ & Management, Nanchang, Peoples R China
[2] Nanchang China Merchants Bank, Beijing West Rd Branch, Nanchang, Peoples R China
来源：
ECBI: 2009 INTERNATIONAL CONFERENCE ON ELECTRONIC COMMERCE AND BUSINESS INTELLIGENCE, PROCEEDINGS | 2009年
关键词：
commercial bank; Credit Risk; KMV Model;
D O I：
10.1109/ECBI.2009.20
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In the face of the status quo of Credit Risk measurement academic research and practical research in China, the banks' Credit Risk measurement can be divided into the banks' interior and banks' integral these two levels. Through the analysis, it is found that the most suitable objective conditions of the commercial banks' internal Credit Risk measurement method in China is KMV model, with strong theoretical and practical significance.
引用
收藏
页码：272 / +
页数：2
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