基于KMV模型的纺织业上市公司信用风险研究  

A Study on the Credit Risk of Listed Companies in China's Textile Industry Based on the KMV Model

作　　者：陆珩瑱[1] 张佳慧[1] 

机构地区：[1]南京航空航天大学经管学院,南京210016

出　　处：《价值工程》2010年第17期24-26,共3页Value Engineering

基　　金：江苏省教育厅社科基金(09SJD790028)资助;南京航空航天大学社科基金资助

摘　　要：论文以KMV模型作为度量信用风险的基本模型,验证了KMV模型适用性,分析了次贷危机对纺织业上市公司信用风险的影响。研究发现KMV模型适用于我国纺织业上市公司的信用风险衡量,次贷危机对上市公司信用风险产生了显著的影响。This paper selects the KMV model to measure the credit risk,verifies the applicability of the KMV model,analyzes that the impact of subprime crisis on the credit risk of textile industry lengthways.Study finds KMV model is applicable to listed companies in China＇s textile industry to measure credit risk,sub prime crisis had a significant impact on the credit risk of listed companies.

关 键 词：次贷危机 纺织业 KMV模型 违约距离 

分 类 号：F832.5[经济管理—金融学]