CREDIT RISK MANAGEMENT OF THE CHINESE BANKS BASED ON THE KMV MODEL

Published: Jan 1, 2009
Abstract
Due to the increasing need for advanced credit risk management and lacking quantitative credit risk measurement modeling at the Chinese banks, the purpose of this dissertation is to study the feasibility of applying the Western credit risk model, the Moody’s KMV (MKMV), to China. Because of the particular Chinese considerations, such as developing stage of financial market and lacking of default data, a modified MKMV model is suggested and...
Paper Details
Title
CREDIT RISK MANAGEMENT OF THE CHINESE BANKS BASED ON THE KMV MODEL
Published Date
Jan 1, 2009
Journal
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