信用风险管理的发展及主要新方法  

The New Method and the Development of Credit Risk Management

作　　者：张瀛[1] 王浣尘[1] 

机构地区：[1]上海交通大学安泰管理学院,上海200052

出　　处：《系统工程理论方法应用》2004年第4期324-329,共6页Systems Engineering Theory·Methodology·Applications

摘　　要：对目前极具应用前景的信用风险模型进行了评述,分析了它们的特点、应用及进展,并在此基础上,提出了我国相应的决策,以便为促进我国信用风险管理水平的提高提供有益的借鉴。This paper reviews the key innovations, development trend in credit risk measurement methodology and its applications over the recent years, and compares the principles, advantages and disadvantages of these models, so as to provide some good reference for domestic financial institutions in credit risk management. At last, the authors discuss the suitableness of new models applying in China.

关 键 词：信用风险 违约概率 风险价值 神经网络 专家系统 智能体 

分 类 号：F830.5[经济管理—金融学]