In the development of society and economy, modem commercial banks plays an important role as intermediating funds, guiding the flow of capital and improving the efficiency of capital. However, the unique nature of the management of bank's asset and debt determines the risks in it's operations. Academics and government regulatory agencies have paid close attention to the credit risk management practices of banks. The principles of KMV model and it's calculation method are discussed, and finally launch empirically analyses of 3 selected companies with the help of MATLAB software and analysis of the empirical results.%现代商业银行在社会经济发展过程中,发挥着筹集融通资金、引导资产流向、提高资金运用效率的重要作用,然而,银行资产负债经营的独特性质决定了银行经营与风险相伴而生.信用风险管理不仅关乎着商业银行的生存与发展,更影响到整个金融体系的稳定,介绍了KMV模型的原理及计算方法,并借助MATLAB软件选取三个上市公司的经济数据实现KMV模型的实证研究工作,并对实证结果进行分析.
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