Regression function model in risk management of bank resource allocation
Publié en ligne: 30 déc. 2021
Pages: 661 - 668
Reçu: 17 juin 2021
Accepté: 24 sept. 2021
© 2021 Hongzhi Zhang, published by Sciendo
This work is licensed under the Creative Commons Attribution 4.0 International License.
Fig. 1
The relationship curve between default distance and expected default probability.Fig. 2
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.Fig. 4
Fangda carbon New Material Technology Co., Ltd. EDF. EDF, expected default frequency.Fig. 5
Sihuan Pharmaceutical Co., Ltd. EDF. EDF, expected default frequency.