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xin yong feng xian du liang mo xing de fen xi ji qi shi
Author(s): 
Pages: 27-28
Year: Issue:  7
Journal: Xi'an Finance

Keyword:  信用风险 度量 模型;
Abstract: 一直以来信用风险在度量上存在着许多困难,本文分析研究了现代信用风险度量的四种代表性模型CreditMetrics模型、KMV模型、CreditRisk+模型、Credit Portfolio View模型,并提出了对这些模型在我国运用中存在的问题和建议。
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