探讨我国信用风险度量模型的应用  

Review of Credit Risk Measurement Models

作　　者：吴媛[1] 邓晓盈[2] 汤盼园 

机构地区：[1]昆明理工大学,昆明650500 [2]昆明理工大学建筑工程学院,昆明650500 [3]云南建设第三建设有限公司,昆明650500

出　　处：《价值工程》2017年第3期26-28,共3页Value Engineering

摘　　要：本文阐述了财务分析和信用风险度量模型在信用评级上的重要性。从信用评级发展角度出发,对传统信用风险评价方法和现代信用风险模型的发展进行了总结,揭示了传统信用风险评价方法存在的弊端,现代信用风险模型的优点是减弱主观判断的因素。最后通过各个模型的优缺点总结选择适合我国信用风险度量模型应从我国实际情况出发。This paper describes the importance of financial analysis and credit risk measurement model in credit rating. From the perspective of the development of credit rating, the development of traditional credit risk assessment method and the modern credit risk model is summarized. The disadvantages of the traditional credit risk assessment method are revealed. The advantages of the modern credit risk model are the factors can weaken the subjective judgment. At last, through the advantages and disadvantages of each model, it is concluded that the credit risk measurement model in China should be based on the actual situation of China.

关 键 词：信用风险 信用评级 风险度量模型 

分 类 号：F832.2[经济管理—金融学]