Comparative Study on Credit Risk Models
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.
Credit Metrics Model Credit Risk Model Credit Portfolio View Model KMV Model advantage and disadvantage
Zhifang CHEN Yuanyuan LIU Xuefeng WANG
School of Management & Economics,Kunming University of Science & Technology,Kunming,650093,China School of Management & Economics,Kunming University of cience&Technology,Kunming,650093,China School of Management & Economics,Beijing Institute of Technology,Beijing,100081,China
国际会议
2008 International Conference on Risk and Relianility Management(2008风险与可靠性管理国际会议)
北京
英文
189-191
2008-11-10(万方平台首次上网日期,不代表论文的发表时间)