Acceso abierto

Regression function model in risk management of bank resource allocation

  
30 dic 2021

Cite
Descargar portada

Fig. 1

The relationship curve between default distance and expected default probability.
The relationship curve between default distance and expected default probability.

Fig. 2

DD value of listed companies. DD, distance to default.
DD value of listed companies. DD, distance to default.

Fig. 3

The EDF function representing the company's default distance. DD, distance to default; EDF, expected default frequency.
The EDF function representing the company's default distance. DD, distance to default; EDF, expected default frequency.

Fig. 4

Fangda carbon New Material Technology Co., Ltd. EDF. EDF, expected default frequency.
Fangda carbon New Material Technology Co., Ltd. EDF. EDF, expected default frequency.

Fig. 5

Sihuan Pharmaceutical Co., Ltd. EDF. EDF, expected default frequency.
Sihuan Pharmaceutical Co., Ltd. EDF. EDF, expected default frequency.