【摘要】 借助KM V模型求解预期违约距离的框架,并通过构造混合期限结构下增长因子的连续期望收益函数,系统建立了连续融资下多风险驱动因素与信用风险之间的结构性的规范关系。通过模型数值模拟和提出的二次非线性的预警监控区域划分方法,得到对12个风险驱动因素进行违约监控的预警区间和监控规律,分析结论还揭示了授信评价中的多重风险偏好特征。更多还原

【Abstract】 By means of a continual profit function under expected return rate and mixed time structure,the normative(relationships) between multi driving factors and default risk are systematically built with considering continually financing(in the) framework of KMV model’s solving expected default distance.With a proposed square non-linear monitor region(dividing) method,default risk early warning region and monitoring rules of twelve system and non-system risk driving(factors) are deduced from the results of numerical simulation.Multi-ply risk partialness of credit risk evaluation is also(brought) to light.更多还原