现代信贷风险度量模型的比较及实用性分析  

The Comparison Among Modern Models of Credit Risk Measurement and the Analysis of the Practicality in China

作　　者：吕思颖[1] 

机构地区：[1]武汉大学经济与管理学院,武汉430072

出　　处：《武汉理工大学学报》2008年第5期177-180,共4页Journal of Wuhan University of Technology

摘　　要：介绍了现代信用风险度量的新发展及其对《新巴赛尔资本协议》的贡献的基础上,重点阐述了5种国际大银行开发的信用风险度量的内部方法、模型特点与比较;在对现代信贷风险度量模型在我国应用的适应性条件分析的基础上,提出合理建议。Base on the development of the modern credit risk measurement and the contribution of the New Basel Capital Accord, this article focus on five internal credit rank methods which are developed by international banks and the feathers of the models as well as the comparison of the credit risk measurement, and put reasonable proposals by analyzing the adaptability conditions of the modern credit risk measurements model in China.

关 键 词：次级债危机 信用风险 信贷风险度量模型 新巴赛尔资本协议 

分 类 号：F830.5[经济管理—金融学]