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
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;
Conference_Titel :
Business Management and Electronic Information (BMEI), 2011 International Conference on
Print_ISBN :
978-1-61284-108-3
DOI :
10.1109/ICBMEI.2011.5917906
