摘要
我国非金融上市企业部门的信用风险在发生着变化。研究表明,近年经济的快速发展掩盖了企业部门的信用风险,企业部门的信用风险呈增长态势。由于企业部门信用风险与银行业存在密切联系,企业的大面积违约将危及整个金融稳定。
This paper applies the balance sheet approach and the contingent claim approach to assess the credit risk of publicly-listed non-financial corporate sector in China, the study shows that though economy rapid development hide it, the credit risk of corporate sector in China has been increasing. Because of the close financial linkage between the corporate and the banking sectors, widespread default by companies may threaten financial stability.
出处
《武汉大学学报（哲学社会科学版）》
CSSCI
2008年第3期383-388,共6页
Wuhan University Journal：Philosophy & Social Science
基金
教育部哲学社会科学研究后期资助2007年度重大项目(07JHQ003)
关键词
非金融上市企业部门
信用风险
宏观金融工程
publiclyqisted non-financial corporate sector
credit risk
macrofinancial engineering
