信用风险模型综述  

Review on Credit Risk Models

作　　者：彭书杰[1] 胡素华[1] 

机构地区：[1]天津大学管理学院,天津300072

出　　处：《地质技术经济管理》2003年第2期36-40,共5页Geological Technoeconomic Management

基　　金：国家自然科学基金资助项目(79600016)

摘　　要：本文阐述了信用风险模型的构成要素与基本框架,并介绍了信用风险模型的应用与发展趋势,旨在为研究与发展适合我国国情的信用风险模型,改善与提高我国商业银行风险管理水平提供基本的研究思路和方向。In this article,elements and basic framework of credit risk models are discussed first,which is very helpful for the commercial banks to build their own credit risk models;then we describe the application and new development of credit risk models in devel -oped countries in order that commercial banks can learn from them,catch up with them and have the ca-pacity to compete with them.

关 键 词：信用风险模型 发展趋势 商业银行 中国 违约概率 贷款 信用水平 

分 类 号：F832.4[经济管理—金融学] F832.33