基于KMV模型的房地产信用风险研究
首发时间:2010-08-04
摘要:房地产行业具有较高的信用风险,所以需要建立与风险管理相匹配的信用风险度量体系。运用KMV模型评价房地产市场的信用风险,通过对6支ST股和6支非ST股票的对比研究发现,得出KMV模型对我国的房地产市场有很好的适应性,可以作为现阶段预测我国房地产企业违约概率的一个试用性工具。
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The credit risks analyze about real estate enterprise based on KMV model
Abstract:As the real estate industry is of the higher credit risks, more attention should pay to it and a system of measuring the credit risks should established to appraise the industry. Six ST shares and six non-ST shares have been analyzed under the KMV model with the result that KMV model had a good adaptability to the real estate industry and can be used as a tryout tool in the present real estate industry.
Keywords: credit risks KMV model real estate enterprises
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No.4380306534847128****
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