An Empirical Study on the Vulnerability of Corporate Bond Industry Based on KMV Modified Model

Yang, Ruicheng and Hu, Zinan (2022) An Empirical Study on the Vulnerability of Corporate Bond Industry Based on KMV Modified Model. In: Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China.

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Abstract

Based on the existing concepts and calculation methods of Corporate Vulnerability (CVI), this paper constructs the measurement structure of the Corporate Bond Industry Vulnerability Index (CBVI). This paper uses the KMV model based on the Bootstrap method to correct the mapping relationship between

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 15:43
Last Modified: 17 Apr 2026 05:00
URI: http://eprints.eai.eu/id/eprint/40524

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