Abstract
As an important part of the bond market, corporate bonds have the characteristics of high yield and high risk. This work aims to design an index system of influencing factors through the literature research on the current situation of corporate bond defaults, credit risk related theories and credit risk model theories, using corporate bond default data, and integrate machine learning models and KMV optimization models to construct the credit risk early warning model of my country's high-yield corporate bonds. Investors, regulators and other relevant parties can use this early warning model to more effectively pay attention to the potential default risk of corporate bonds, and carry out corresponding credit risk control to ensure the stable development of the bond market.
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