我国互联网金融信用风险测量与防范  

Measurement and Prevention of Credit Risk of Internet Finance in China

作　　者：李冬[1] 杨峙林[2] 

机构地区：[1]天津外国语大学滨海外事学院,天津300270 [2]中国人民银行天津分行营业管理部,天津300457

出　　处：《征信》2017年第11期35-37,共3页Credit Reference

摘　　要：结合我国互联网金融的发展现状分析信用风险,对预期违约概率模型、信用计量模型和信用组合理论模型等经典的信用风险测量模型进行比较、发展和完善,提出应将法律制度与行业自律管理相结合、打造现代化的新型监管模式,从司法信用、商业信用、银行信用、设备和网络系统信用以及社会信用五个方面强化互联网金融信用风险防范。In light of the development status quo of China＇s Internet finance,an analysis is made on credit risk,and a comparison and the improvement are made to such classical credit risk measurement models as the expected default probability model,credit measurement model and credit portfolio theory model,etc. The suggestion is that a new regulatory model,which combines legal system with industry self-discipline,should be used for strengthening a comprehensive prevention of Interent financial credit risk from five aspects： justice credit,commercial credit,banking credit,equipment and network systemic credit,and social credit.

关 键 词：互联网金融 信用风险 风险测量 监管 

分 类 号：F830.9[经济管理—金融学]