【摘要】 自1993年KMV模型推出以来,国内外学者对KMV模型在商业银行信用风险评估中的有效性做了大量的实证研究,并得到了较为广泛的应用。本文综述国内外学术界对KMV模型的实证研究文献,在此基础上指出我国研究KMV模型中存在的五大问题,并提出相应对策和建议。更多还原

【Abstract】 Since the establishment of KMV model in 1993, scholars at home and abroad have made a lot of empirical studies on the validation of the accuracy of KMV model in commercial banks’ credit risk evaluation, and nowadays KMV model has been broadly applied This paper reviews the domestic and overseas empirical literatures on KMV model, points out the five problems on the KMV model studies in China and puts forward some propositions更多还原