防范信用风险的方法论视角  

Brief Talk Early Recognition, Early Warning and Early Discovery Methodology of Credit risks

作　　者：乔大为 庄媛 

机构地区：[1]中国银行总行全球市场部

出　　处：《金融市场研究》2018年第10期119-129,共11页Financial Market Research

摘　　要：本文从国内信用风险市场信息源入手,详细分析了信息源所应用的结构化模型法、经济计量模型法,信用利差和信用等级转移矩阵等信用风险测度的方法论,以及在信用风险的"早识别、早预警、早发现"工作中所发挥的作用,并提出信用风险防范的多维视角。This paper analyzed the methodology of structure model method, economic measurement model method, credit spread and credit rating and so on applied by information source specifically, which play a role in credit risks early recognition, early warning and early discovery, and proposed multi-dimensional perspective of credit risks precaution.

关 键 词：信用风险 测度 方法论 

分 类 号：F832.4[经济管理—金融学]