Research on Comparing and Choosing Commercial Banks Internal Credit Risk Measurement Methods in China

摘要：

Several popular international Credit Risk measurement models at present will be discussed and a comparing and choosing analysis of the four big models from the adaptability aspects will also be carried on, which aims at the status quo of commercial banks internal credit risk measurement in China The choice of commercial banks internal Credit Risk measurement models in China will also be ascertained from the aspects of credit rating, historical data information, validity and market-oriented interest rates of the security market and so on, therefore, it summarizes comparative advantage of KMV model and draws the conclusion that the KMV model can be applied in the commercial banks internal Credit Risk measurement methods in China.

关键词： Credit Risk measurement KMV model

作者: Xiao-yong LU Hui-zhen XUE Qin YANG

作者单位: Department of Economy and Management,Nanchang University,Nanchang,330031,China China Merchants Bank Nanchang subsidiary bank Beijing West Road sub-branch,Nanchang,330029,China

会议类型: 国际会议

会议名称: 2008 International Conference on Risk and Relianility Management(2008风险与可靠性管理国际会议)

会议地点: 北京

会议语种:英文

页码: 102-105

在线出版日期: 2008-11-10（万方平台首次上网日期，不代表论文的发表时间）