The Amendment of CreditMetrics Model with Chinas Reality

摘要：

CreditMetrics model is developed under the conditions of the mature market economy. However, Chinas banking industry is facing the reality of underdeveloped capital market and financial control. Therefore, certain conditions of the CreditMetrics model must be amended with Chinas reality before it can be used in China.

关键词： CreditMetrics Model Credit Transfer Matriz Discount Rate

作者: LI Jianwei DU Meifang

作者单位: Peninsula Economic Institute, Shandong Institute of Business and Technology, P.R.China, 264005 Department of Computer Foundation Studies, Shandong Institute of Business and Technology, P.R.China,

会议类型: 国际会议

会议名称: 2008年国际应用统计学术研讨会(2008 International Institute of Applied Statistics Studies)

会议地点: 烟台

会议语种:英文

页码: 1-5

在线出版日期: 2008-08-14（万方平台首次上网日期，不代表论文的发表时间）