kmv

A series of variables of and Steel Corporation are computed with KMV Model and mathematical software.

本文考察对象是我国已经发行公司债券的上市公司,先考察武钢股份,应用KMV模型和数学软件求解了一系列变量.

One of the key elements of the model of KMV is abundant default data with detailed analysis. Home commercial banks should upbuild their own default database as soon as possible.

KMV模型运用的关键之一就是积累了大量的违约数据，并对数据进行了详细分析，我国商业银行应尽快建立自己的违约数据库。

Performance in prediction of KMV model is not very well.

模型预测效力尚显不足.

Empirical corporate default rates to have a cyclical effect, the present data extraction from the cycle of GDP components and the use of KMV model to estimate default rates of the measurement analysis.

为了实证企业违约率具有顺周期效应，本文从GDP数据提取周期成分和运用KMV模型估计违约率进行了计量分析。