Research on Credit Risk Measurement Based on Uncertain KMV Model

Journal of Applied Mathematics and Physics ◽

10.4236/jamp.2013.15003 ◽

2013 ◽

Vol 01 (05) ◽

pp. 12-17 ◽

Author(s):

Ni Zhan ◽

Liang Lin ◽

Ting Lou

Keyword(s):

Credit Risk ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

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Credit Risk Measurement of the Listed Company Based on Modified KMV Model

Proceedings of the Eighth International Conference on Management Science and Engineering Management - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-642-55122-2_79 ◽

2014 ◽

pp. 915-923

Author(s):

Liang Dong ◽

Junchao Wang

Keyword(s):

Credit Risk ◽

Listed Company ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

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Credit Risk Measurement of Chinese Listed Corporations Based on the KMV Model

2009 Second International Conference on Intelligent Computation Technology and Automation ◽

10.1109/icicta.2009.757 ◽

2009 ◽

Author(s):

Jingdi Wang ◽

Dongsheng Zhou ◽

Bailing Wang ◽

Xiaoling Feng

Keyword(s):

Credit Risk ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

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Credit Risk Measurement of Listed SMEs in China Based on KMV Model

2010 International Conference on E-Product E-Service and E-Entertainment ◽

10.1109/iceee.2010.5661581 ◽

2010 ◽

Author(s):

Peng Wang ◽

Xiaoding Wang

Keyword(s):

Credit Risk ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

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Commercial bank credit risk measurement based on KMV model studies

Proceedings of the 2015 International conference on Engineering Management, Engineering Education and Information Technology ◽

10.2991/emeeit-15.2015.88 ◽

2015 ◽

Author(s):

Chun-Ping Wang ◽

Lin-Jing Qu ◽

Jian-Wei Li

Keyword(s):

Credit Risk ◽

Commercial Bank ◽

Risk Measurement ◽

Bank Credit ◽

Model Studies ◽

Kmv Model ◽

Credit Risk Measurement

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The Credit Risk Measurement of China’s Listed Companies Based on the KMV Model

Quantitative Financial Risk Management ◽

10.1007/978-3-642-19339-2_14 ◽

2011 ◽

pp. 137-160

Author(s):

Zhang Piqiang ◽

Zhou Hancheng

Keyword(s):

Credit Risk ◽

Listed Companies ◽

Risk Measurement ◽

Kmv Model ◽

Credit Risk Measurement

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Credit Risk Measurement of Listed Manufacturing Companies in China Based on modified KMV Model for Empirical Analysis

Proceedings of the 2nd International Conference on Contemporary Education, Social Sciences and Humanities (ICCESSH 2017) ◽

10.2991/iccessh-17.2017.197 ◽

2017 ◽

Author(s):

Xuechan Lu ◽

Wei Di

Keyword(s):

Credit Risk ◽

Empirical Analysis ◽

Risk Measurement ◽

Manufacturing Companies ◽

Kmv Model ◽

Credit Risk Measurement

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Hybridizing Multivariate Discriminant Analysis, KMV Model and Support Vector Machine for Credit Risk Measurement

INTERNATIONAL JOURNAL ON Advances in Information Sciences and Service Sciences ◽

10.4156/aiss.vol4.issue20.53 ◽

2012 ◽

Vol 4 (20) ◽

pp. 443-452

Author(s):

LUO Changqing ◽

OUYANG Zisheng

Keyword(s):

Support Vector Machine ◽

Discriminant Analysis ◽

Credit Risk ◽

Risk Measurement ◽

Support Vector ◽

Multivariate Discriminant Analysis ◽

Kmv Model ◽

Credit Risk Measurement ◽

Multivariate Discriminant

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Extended saddlepoint methods for credit risk measurement

The Journal of Computational Finance ◽

10.21314/jcf.2016.313 ◽

2016 ◽

pp. 1-37

Author(s):

Rubén García-Céspedes ◽

Manuel Moreno

Keyword(s):

Credit Risk ◽

Risk Measurement ◽

Credit Risk Measurement

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Influence of Credit Risk Measurement on Lending Performance of Commercial Banks in Nairobi County, Kenya

SSRN Electronic Journal ◽

10.2139/ssrn.3234291 ◽

2018 ◽

Author(s):

John Karanja, PhD ◽

Julius Bichanga ◽

George K. Kingoriah

Keyword(s):

Credit Risk ◽

Commercial Banks ◽

Risk Measurement ◽

Credit Risk Measurement

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Personal Credit Risk Measurement: Bilateral Antibody Artificial Immune Probability Model

Systems Engineering - Theory & Practice ◽

10.1016/s1874-8651(10)60091-9 ◽

2009 ◽

Vol 29 (12) ◽

pp. 88-93 ◽

Author(s):

Yu YANG ◽

Xiu-hong SHI

Keyword(s):

Credit Risk ◽

Probability Model ◽

Risk Measurement ◽

Artificial Immune ◽

Personal Credit ◽

Credit Risk Measurement

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