| This thesis is a study on BASEL Accords, credit risk of banks, credit risk model and KMV model application in china banking industry. BASEL Accords use three poles to setup a framework of regulation which include minimum capital requirements, supervisory review process, maket discipline. In the minimum capital requirements, there are weighted risk assets. And credit risk of finacial organization is a important part of weighted risk assets. To have a better result, a efficient internal rating model is needed. With recent years study, KMV model is a proven efficient model. Further more, we apply it to China banking industry interbank credit risk rating. |
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