基于KMV模型的房地产信用风险研究
he credit risks analyze about real estate enterprise based on KMV model
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。
s 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.
雪生侠
财政、金融
信用风险KMV模型房地产企业
credit risksKMV modelreal estate enterprises
雪生侠.基于KMV模型的房地产信用风险研究[EB/OL].(2010-08-04)[2025-08-16].http://www.paper.edu.cn/releasepaper/content/201008-58.点此复制
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