The Necessity and Selection for Chinese Commercial Banks to Apply Some Model to Measure the Credit Risk

摘要：

The prevention and management means to credit risk of Chinese commercial banks are old and single, so they can’t meet the requirements the changes in financial area advanced to the development of bank industry. In addition, the full, opening of Chinese bank industry and the introduction of <New Capital Agreement> also called for the credit risk measurement using internal credit risk measurement model. The main thrust of this paper is try to find the credit risk models fit the reality of our country in order to improve the competitiveness of Chinese bank industry through the analysis and comparison of modern credit risk measurement model.

关键词： Credit Risk the CreditMetrics Model the KMV Model

作者: LI Jianwei

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

会议类型: 国际会议

会议名称: 2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会)

会议地点: 青岛

会议语种:英文

页码: 1-6

在线出版日期: 2009-07-25（万方平台首次上网日期，不代表论文的发表时间）