DocumentCode
3568338
Title
Study of the credit risk of the listed communication company based on the KMV model
Author
Li, Jiajun ; Wang, Zhen
Author_Institution
Northwestern Polytech. Univ., Xi´´an, China
Volume
2
fYear
2011
Firstpage
301
Lastpage
304
Abstract
The credit risk of the communication industry from mid-2008 to mid-2010 is analyzed by using KMV model as the basic model to evaluate the credit risk. In addition, the application range of the KMV model is investigated. In the study, it is found that this model is suitable for evaluating the credit risk of Chinese listed communication companies, and it is concluded that the credit risk of the listed companies is becoming better gradually.
Keywords
finance; risk analysis; telecommunication industry; KMV model; credit risk; listed communication company; Analytical models; Communication industry; Companies; Data models; Mathematical model; Predictive models; Communication industry; Default distance; KMV model; Probability of default;
fLanguage
English
Publisher
ieee
Conference_Titel
Business Management and Electronic Information (BMEI), 2011 International Conference on
Print_ISBN
978-1-61284-108-3
Type
conf
DOI
10.1109/ICBMEI.2011.5917906
Filename
5917906
Link To Document