id	author	title	date	pages	extension	mime	words	sentence	flesch	summary	cache	txt
ajfa-14168	Chen, Haojie; Huei, Ng Sin; Loong, Lew Shian	Application of Credit Risk Management Model in Chinese Banks	2019	28	.pdf	application/pdf	8592	351	52	Most importantly, the KMV model assumes that the value of company assets conforms to the Asian Journal of Finance & Accounting ISSN 1946-052X 2019, Vol. 11, No. 1 ajfa.macrothink.org/ 146 characteristics of lognormal distribution, but the value of company assets generally exhibits non-normal statistical characteristics in reality. Literature Review 2.1 Literature Review There are a number of research papers that revolve around credit risk management models, but for the purposes of our study, we shall focus our attention on those that discuss the KMV model and the Zeta model.	cache/ajfa-14168.pdf	txt/ajfa-14168.txt