On corporate credit risk evaluation based on underlying beta

zbMATH Open1472.91047MaRDI QIDQ5160400FDOQ5160400

Authors: Chuanhe Shen, Yang Liu 

Publication date: 28 October 2021

Full work available at URL: http://yokohamapublishers.jp/online2/opjnca/vol20/p1099.html

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zbMATH Keywords

convexitynonlinearityKMV modelcorporate credit risk evaluationunderlying betaweighted average cost of capital method (WACC)

Mathematics Subject Classification ID

Credit risk (91G40)

Cited In (6)

• Title not available (Why is that?)
• Research on internal credit ratings for listed companies
• Evaluation of credit risk based on firm performance
• Determination of KMV model's optimal default point based on genetic algorithm
• Application of FSVM-KMV model in credit risk assessment of non-listed companies based on stock price heterogeneity volatility
• Innovation of credit risk measurement of listed coal companies based on FSVM-KMV

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