Open AccessRisk of credit assessment of Chinese bank of commerce based on KMW model and its empirical research
Author(s) -
Kaichuang Dai
Publication year - 2020
Publication title -
iop conference series. materials science and engineering
Language(s) - English
Resource type - Journals
eISSN - 1757-899X
pISSN - 1757-8981
DOI - 10.1088/1757-899x/768/5/052122
Subject(s) - credit risk , business , sample (material) , bank credit , credit history , credit reference , actuarial science , financial system , finance , chemistry , chromatography
Taking Chinese commercial banks credit risk into account, we analyse a situation of many listed commercial banks. Based on the sample Banks’ financial data in recent years, an analysis of measurement model of risk of credit, using the KMV model to measure bank’s risk of credit, and monitor the model of our country commercial bank risk of credit measurement in practical, to find a suitable way for the reality of our country’s risk of credit model to enhance the competitiveness of Chinese commercial banks.