Assessing Credit Risk by Moody's KMV Model

被引：0

作者：

Valaskova, Katarina ^{[1
]}

Gavlakova, Petra ^{[1
]}

Dengov, Viktor ^{[2
]}

机构：

[1] Univ Zilina, Fac Operat & Econ Transport & Commun, Dept Econ, Zilina 01026, Slovakia

[2] St Petersburg State Univ, Fac Econ, Dept Econ & Econ Policy Russia, St Petersburg 199034, Russia

来源：

2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1 | 2014年 / 61卷

关键词：

Credit risk; financial risk; Moody's KMV model;

D O I：

暂无

中图分类号：

C [社会科学总论];

学科分类号：

03 ; 0303 ;

摘要：

Credit risk refers to the risk of loss arising from a counterparty default that fails to fulfill commitments under the terms of the contract. It is therefore insolvency or unwillingness of the debtor to pay its obligations. The present contribution deals with theoretical knowledge of credit risk, its measurement and then describes one of the most used credit risk models - Moody's KMV which function is explained on practical demonstrations.

引用

页码：40 / 44

页数：5

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