略论公司被ST化的信息效用——基于风险模型的实证研究  

The Information Utility of Company Been Special Treated——Based on the Risk Model and Empirical Study

作　　者：李雪梅[1] 

机构地区：[1]赤峰学院经济与管理学院,内蒙古赤峰024000

出　　处：《经济问题》2013年第3期85-88,共4页On Economic Problems

摘　　要：选择在国外应用较为广泛同时较为适合我国实际情况的KMV模型,根据我国的实际情况确定模型的各项参数的计算方法,重点利用公开信息评价我国证券市场上绩优公司与绩效较差的公司的信用风险,从而检验模型识别上市公司信用风险的能力。In this paper, we choose the KMV model which is widely used in foreign countries at the same time more suited to China＇ s actual situation, and determine the parameters of the model according to the actual situation in China, focusing on the use of blue chip companies in the public information on the evaluation of the securities market and performance compared poor credit risk, and the ability to identify the credit risk of listed companies through the test of practice model.

关 键 词：信用风险度量 KMV模型 违约距离 

分 类 号：F271.4[经济管理—企业管理]