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dc.contributor.advisor陈灯塔
dc.contributor.author蔡华宝
dc.date.accessioned2018-12-05T01:43:35Z
dc.date.available2018-12-05T01:43:35Z
dc.date.issued2017-07-25
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/170263
dc.description.abstract随着中国首支公募违约债券“超日债”于2014年发生违约,中国债券市场的零违约纪录被打破,中国企业的信用风险问题得到越来越多的关注。2015年,“11天威MTN2”宣告违约,成为国有企业的第一例违约债券,国有企业的刚兑光环被打破,而后有数家国有企业发生债务危机事件。国有企业作为在中国性质特殊的企业,其信用一直被认为有国家做背书,其发行的债券一直被认为近乎刚性兑付。但随着国家经济增速的下滑,中国经济面临一个转型发展的阶段,部分国有企业开始出现财务困境而陷入债务危机。与此同时,国家开始加快金融市场化的步伐,在确保不发生系统性风险的前提下开始容许一些违约事件的发生。因此,国有企业的违约事件并不偶然,而...
dc.description.abstractAfter “ChaoRi Bond” which is the first defaulted public-offering bond defaulted in 2014, the zero-default record for China’s domestic bond market has been broken, and the credit risk of China’s enterprises has captured much attention. In 2015, “11 TianWei MTN2” announced to be in default, resulted in the first state-owned enterprise bond that defaulted in recent history and broke its rigid payment...
dc.language.isozh_CN
dc.relation.urihttp://210.34.4.28/opac/openlink.php?strText=53104&doctype=ALL&strSearchType=callno
dc.source.urihttp://etd.xmu.edu.cn/detail.asp?serial=58207
dc.subject国有企业
dc.subjectKMV模型
dc.subject违约距离
dc.subjectState-owned enterprise
dc.subjectKMV model
dc.subjectDefault distance
dc.title基于KMV模型的我国国有企业信用风险研究
dc.title.alternativeThe Study of Credit Risk Measurement of Chinese State-owned Enterprises Based on KMV Model
dc.typethesis
dc.date.replied2017-07-21
dc.description.note学位:金融硕士
dc.description.note院系专业:王亚南经济研究院_金融硕士
dc.description.note学号:27720131152799


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