Analysis of Credit Risk of the State-Owned Commercial Banks Based on KMV Model
Wenjiao Lv, Youchun Tang

Abstract
Financial markets are increasing globalization and the risks are also increasingly complex under the background of global inflation, exchange rate and interest rate sharp fluctuations. This paper in the perspective of credit risk of commercial banks, based on the KMV model, taking into account of the four state-owned commercial banks as the most abundant in Chinese financial capital. after consideration of this topic, we expected to further strengthen and improve credit risk management of the big four state-owned commercial banks.

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