Essays about: "Maureen Olsson Lo"
Found 1 essay containing the words Maureen Olsson Lo.
University essay from Lunds universitet/Nationalekonomiska institutionen
Abstract : Due to the increasing need for advanced credit risk management and lacking quantitative credit risk measurement modeling at the Chinese banks, the purpose of this dissertation is to study the feasibility of applying the Western credit risk model, the Moody’s KMV (MKMV), to China. Because of the particular Chinese considerations, such as developing stage of financial market and lacking of default data, a modified MKMV model is suggested and tested. READ MORE