Comparative Study on Credit Risk Models

被引：0
|
作者：
Chen, Zhifang [1 ]
Liv, Yuanyuan [1 ]
Wang, Xuefeng
机构：
[1] Kunming Univ Sci & Technol, Sch Management & Econ, Kunming 650093, Peoples R China
来源：
PROCEEDINGS OF 2008 INTERNATIONAL CONFERENCE ON RISK AND RELIABILITY MANAGEMENT, VOLS I AND II | 2008年
关键词：
Credit Metrics Model; Credit Risk plus Model; Credit Portfolio View Model; KMV Model; advantage and disadvantage;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
Credit risk is the most important financial risk that banks are facing. The paper analyzes in detail the advantages and disadvantages of the advance credit risk evaluation models, such as Credit Metrics Model. Credit Risk+ Model. Credit Portfolio View Model, KMV Model etc., and the existence limitation in China. Finally the suggestion is also given based on the situation of our country.
引用
收藏
页码：189 / 191
页数：3
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