信用悖论及其解决  

Credit Paradox and Its Solution

作　　者：谷秀娟[1] 

机构地区：[1]河南工业大学经济贸易学院,河南郑州450052

出　　处：《经济经纬》2006年第3期118-121,共4页Economic Survey

摘　　要：信用悖论是银行业在其信用风险管理过程存在的较大问题:保持良好的客户关系与分散信用风险之间的矛盾。笔者考察和研究了运用现代资产组合理论进行风险分散化贷款组合管理的KMV模型和以金融创新——信用衍生品进行对冲组合管理的理论和实践。Credit paradox is a major problem in the credit risk management of banking industry, i.e. the contradiction between maintaining long - term good relationship with the clients and decentralizing credit risks. This article investigates and researches the KMV model which puts the Modem Portfolio Management Theory into credit portfolio management and the theory and practice in which the credit derivatives are used to hedge credit risk.

关 键 词：信用风险 信用衍生品 信用悖论 

分 类 号：F820[经济管理—财政学]