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題名:KMV模型在臺灣金融機構信用風險管理機制有效性之研究
書刊名:財金論文叢刊
作者:黃明祥 引用關係許光華 引用關係
作者(外文):Huang, Ming-hsiangHsu, Kuang-hua
出版日期:2005
卷期:3
頁次:頁29-49
主題關鍵詞:Logit模型信用監督模型授信風險預警系統Logit modelKMV modelCredit riskEarly warning system
原始連結:連回原系統網址new window
相關次數:
  • 被引用次數被引用次數:期刊(0) 博士論文(1) 專書(0) 專書論文(0)
  • 排除自我引用排除自我引用:0
  • 共同引用共同引用:10
  • 點閱點閱:44
期刊論文
1.Altman, E. I.(1968)。Financial Ratios, Discriminate Analysis and the Prediction of Corporate Bankruptcy。Journal of Finance,23,589-609。  new window
2.陳錦村、許通安、林蔓蓁(19960700)。銀行授信客戶違約風險之預測。管理科學學報,13(2),173-195。  延伸查詢new window
3.Laitinen, E. K.、Laitinen, T.(1994)。Financial Ratios and Different Failure Process。Journal of Business Finance and Accounting,25(7/8),893-919。  new window
4.Allen, L.、Delong, G.、Saunders, A.(2004)。Issues in the credit risk modeling of retail markets。Journal of Banking and Finance,28,727-752。  new window
5.盧陽正、陳達新、郭哲男、駱茂榮(20010300)。新一代信用風險模型的介紹與應用--CreditPortfolio View和CreditRisk+。臺灣期貨市場,3(2),3-33。  延伸查詢new window
6.West, R. C.(1985)。A Factor Analytic Approach to Bank Condition。Journal of Banking and Finance,9(2),253-266。  new window
7.Lee, S. H.、Urrutia, J. L.(1996)。Analysis and Prediction of Insolvency in the Property-Liability Insurance Industry: A Comparison of Logit and Hazard Models。The Journal of Risk and Insurance,63(1),121-130。  new window
8.Jarrow, Robert A.(2001)。Default Parameter Estimation using Market Prices。Financial Analysts Journal,57(5),75-92。  new window
9.Daily, Catherine M.、Dalton, Dan R.(1993)。Board of Directors Leadership and Structure: Control and Performance Implications。Entrepreneurship: Theory and Practice,17(3),65-81。  new window
10.Jarrow, Robert A.、Turnbull, Stuart M.(2000)。The intersection of market and credit risk。Journal of Banking and Finance,24(1/2),271-299。  new window
11.Chen, L. H.、Chiou, T. W.(1999)。A fuzzy credit-rating approach for commercial loans: a Taiwan case。OMEGA: International Journal of Management Science,27(4),407-419。  new window
12.Amemiya, T.(1981)。Qualitative Response Model: A Survey。Journal of Economic Literature,19(1/2),481-536。  new window
13.張大成(20030300)。違約機率與信用評分模型。臺灣金融財務季刊,4(1),19-37。new window  延伸查詢new window
14.林景春、陳達新、林允永、邱智偉(20000900)。銀行的授信風險評估:KMV實值選擇權理論的應用。產業金融季刊,108,28-37。  延伸查詢new window
15.黃俊英、陳信宏(20020400)。羅吉斯迴歸在銀行業之應用。企銀季刊,25(2),1-9。  延伸查詢new window
16.Beaver, William H.(1966)。Financial Ratios as Predictor of Failure。Journal of Accounting Selected Studies,4,44-62。  new window
17.張大成、劉宛鑫、沈大白(20021100)。信用評等模型之簡介。中國商銀月刊,21(11),1-5。  延伸查詢new window
18.Martin, Daniel(1977)。Early Warning of Banking Failure: A logit regression approach。Journal of Banking and Finance,1(3),249-276。  new window
19.Black, Fischer、Scholes, Myron S.(1973)。The Pricing of Options and Corporate Liabilities。Journal of Political Economy,81(3),637-654。  new window
20.Ohlson, James A.(1980)。Financial Ratios and the Probabilistic Prediction of Bankruptcy。Journal of Accounting Research,18(1),109-131。  new window
21.Opler, Tim C.、Titman, Sheridan(1994)。Financial distress and corporate performance。The Journal of Finance,49(3),1015-1040。  new window
22.Zmijewski, Mark E.(1984)。Methodological Issues Related to the Estimation of Financial Distress Prediction Models。Journal of Accounting Research,22(Supplement),59-82。  new window
研究報告
1.Kim, K. S.、Scott, J. R.。Prediction of corporate failure: An artificial neural network approach。  new window
學位論文
1.施淑萍(2000)。財務危機預警模式與財務危機企業財務特性之研究(碩士論文)。東吳大學。  延伸查詢new window
2.黃建隆(2003)。以市場模式衡量信用風險(碩士論文)。中國文化大學。  延伸查詢new window
3.林秀玫(2003)。選擇權基礎企業信用風險評估--以臺灣地區上市公司實證研究(碩士論文)。淡江大學。  延伸查詢new window
4.李家豪(2002)。依時共變數存活分析模型在企業信用風險之應用(碩士論文)。逢甲大學。  延伸查詢new window
5.陳昱均(2003)。類神經網路與模糊系統在企業倒閉風險預測之應用(碩士論文)。逢甲大學。  延伸查詢new window
6.黃瓊華(1995)。現金流量與傳統財務比率預測企業失敗之研究(碩士論文)。中華大學。  延伸查詢new window
7.聶志弘(2002)。公司債信用風險之評估--運用選擇權評價模式(碩士論文)。淡江大學。  延伸查詢new window
8.饒多年(2002)。從選擇權觀點探討我國上櫃公司違約距離與違約風險(碩士論文)。國立交通大學。  延伸查詢new window
9.徐佳鈺(2004)。企業違約風險之衡量--選擇權評價模型之應用(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
10.林妙宜(2002)。信用風險之衡量(碩士論文)。國立政治大學。  延伸查詢new window
11.鄭國瑞(2002)。多項財務危機預警模式之探討(碩士論文)。國立高雄第一科技大學。  延伸查詢new window
12.翁淑育(2000)。台灣上市公司股權結構、核心代理問題及公司價值之研究(碩士論文)。輔仁大學。  延伸查詢new window
圖書
1.Gourieroux, C.、Jasiak, J.(2002)。Financial Econometrics。Princeton University Press。  new window
2.財團法人金融聯合徵信中心。銀行授信與會計師查核意見。  延伸查詢new window
3.Winakor, Arthur H.、Smith, Raymond F.(1935)。Changes in the financial structure of unsuccessful industrial corporations。University of Illinois, Bureau of Business Research。  new window
4.Nyberg, M.(2001)。Private Firm Model Introduction to the Modeling Methodology。KMV LLC。  new window
5.Fitzpatrick, P.(1932)。A Comparison of the Ratios of Successful Industrial Enterprises with those of Failed Companies。Washington:The Accountants Publishing Company。  new window
6.Crosbie, J. P.(1999)。Modeling Default Risk。San Francisco, California:KMV。  new window
7.Bin, Z.、Zhang, J.(2001)。An Empirical Assessment of Asset Correlation Models。KMV Corporation。  new window
8.Saunders, A.、Cornett, M. M.(2003)。Financial Institutions Management。New York, N.Y.:McGraw-Hill。  new window
9.周大慶、沈大白、張大成、敬永康、柯瓊鳳(2002)。風險管理新標竿--風險值理論與應用。臺北:智勝文化。  延伸查詢new window
其他
1.蕭振福(2002)。財務報表分析(企銀行訓講義)。  延伸查詢new window
 
 
 
 
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