摘要
KMV模型是国际上度量信用的一种常用方法,它是根据B-S-M模型原理,通过计算上市公司的违约距离来度量信用风险的.本文选取了8家上市的房地产公司,运用KMV模型进行实证分析.结果表明,KMV模型对我国上市房地产公司的信用风险的度量有良好的预警作用.
KMV model is an internationally used credit rating method based on the principle of B-S-M model,to calculate the default distance and measure the credit risk of listed companies.This article made an empirical analysis of the 8 selected listed real estate companies by using the KMV model and the results indicates that the KMV model is helpful in measuring the credit risk of listed companies.
作者
董金涛
侯为波
DONG Jintao;HOU Weibo(Huaibei Normal University,Huaibei 235000,China)
出处
《洛阳师范学院学报》
2018年第2期62-64,81,共4页
Journal of Luoyang Normal University
作者简介
董金涛(1992—),男,安徽宿州人,在读研究生.研究方向:金融数学.
