Enabling Factors Identification of Credit Risk Derivative Process Based on Subjective Default
The current research has always attached importance to the objective analysis of default risk, ignoring credit risk caused by the subjective default. In fact, the subjective derivative process of default risk is much more complex, while the identification of the enabling factors of the derivative process directly restricts the inference of credit risk. By establishing a set of indicating factors of the enabling factors, this paper has done a fuzzy comprehensive analysis related to the enabling factors, and tested the set of enabling factors of the pre-stage credit risk. The results show that: the index set to the default risk has a strong subjective relationship, which means the selected enabling factors are of rationality to infer the risk derivative process.
subjective default derivative process enabling factors identification
LI Jiajun ZHAO Jia QIN Liping
Northwestern Polytechnical University of Humanities, Economics and Law, P.R.China
国际会议
威海
英文
924-929
2010-07-24（万方平台首次上网日期，不代表论文的发表时间）