Commercial banks use KMV model to view the impact of the LCD, DRAM, LED and Solar (3D1S) Industries
碩士 === 長庚大學 === 管理學院碩士學位學程在職專班財務金融組 === 103 === In this study, the KMV model is applied to determine expected default frequency on credit portfolios managed by the top 5 state-owned banks and top-5 private banks prior to 2011. The expected default frequency is further elaborated to derive expected l...
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| Format: | Others |
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2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/97621770516454400580 |