Title :
Internal Credit Risk Measurement Method Research of the Commercial Banks in China
Author :
Li, Hong ; Yang, Qin ; Xue, Huizhen
Author_Institution :
Sch. of Econ. & Manage., Nanchang Univ., Nanchang, China
Abstract :
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.
Keywords :
banking; risk management; China; commercial banks; credit risk measurement; Business; Conference management; Decision making; Electronic commerce; Fluctuations; Frequency; Portfolios; Probability distribution; Risk analysis; Risk management; Credit Risk; KMV Model; commercial bank;
Conference_Titel :
Electronic Commerce and Business Intelligence, 2009. ECBI 2009. International Conference on
Conference_Location :
Beijing
Print_ISBN :
978-0-7695-3661-3
DOI :
10.1109/ECBI.2009.20
