国外信用风险量化模型概览

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摘要信用风险是指在金融市场中由于交易对手未能履行合同债务而导致经济损失的风险。本文将系统地对国外信用风险量化的探索和研究成果做一个综述,阐述各类模型的内涵、假设、基本思路及其优缺点。

作者何波

出处《世界经济情况》 2006年第7期28-32,共5页 World Economic Outlook

关键词信用风险风险量化

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世界经济情况

2006年第7期

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