Economics, Econometrics and Finance
6 years ago

Credit asset securitization boosts China's economy through risk prevention.

Research on Credit Risk of Bank Credit Asset Securitization - An Empirical Analysis Based on KMV Model
Han Di

Paper Summary

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The study looked at how banks can reduce risk by packaging loans into securities. By analyzing data from China Merchants Bank, they found that the profit from these securities comes from differences in cash flow and credit risk. They used a model called KMV to rate credit risk, which is effective in China.