| Abstract:At present, most researches use the KMV model established by KMV company in San Francisco in 1997 to calculate the annual default distance of enterprises and evaluate the credit risk of specific enterprises, but there is few researches on the credit risk assessment method of credit industry and few researches can give a time-evolving credit risk. Firstly, this paper proposes a dynamically time-evolving industry credit risk assessment model based on data, and then obtains the dynamically evolving credit risk of the Chinese credit industry using data of 18 industries in 2016. The results show that credit risk evolution characteristics of the Chinese credit industry can be divided into four types: fluctuation rising, fluctuation falling, stability falling, and stability. Further studies find that the average value of credit risk in the dynamic evolution of three industries, namely financial industry, scientific research and technical service industry, and information transmission software and technical service industry, are high and unstable. The credit risk in accommodation and catering industry is high but stable, while the credit risk in other industries are low and stable. |
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