国内外两种信用风险模型的比较与剖析  

A COMPARATIVE ANALYSIS OF TWO CREDIT MODELS──CREDITRISK++ AND RISK RATE OF LOANS

作　　者：彭书杰[1] 詹原瑞[1] 

机构地区：[1]天津大学管理学院,天津300072

出　　处：《甘肃科学学报》2002年第1期91-95,共5页Journal of Gansu Sciences

摘　　要：将近年来西方国家提出的信用风险模型—— Credit Risk+模型与我国目前所使用的贷款风险度方法做了详细的比较分析。结合现代金融的发展趋势 ,对贷款风险方法提出了一些合理化的见解 ,以提高其准确度 ,增强其理论依据 。A comparative analysis is made in detail between two credit risk models-CreditRisk++ and Risk Rate of Loans. Combined with the situation of modern finance, some useful advices are given to the method of Risk Rate of Loans so as to improve its accuracy and enhance its adaptability.

关 键 词：信用风险 CreditRisk^+模型 贷款风险度 概率母函数 商业银行 风险管理 

分 类 号：F820.4[经济管理—财政学] F224.0