商业银行信用组合风险管理模型比较研究

A Comparative Research on the Model of Credit Portfolio Risk Management of Commercial Banks

本文首先介绍了现代信用组合风险管理的新发展,然后重点阐述了国际大银行开发的、目前国际流行的四种信用风险管理的方法、模型特点,并对其进行了比较;最后对它们在我国应用的适用性条件进行了分析。

This article introduces the new trend in modern credit portfolio risk management, and foeuses on the four prevailing credit risk management method and the features of the models by making a comparison of the credit risk measurement, and analyzes the adaptability conditions of the modern credit risk measurements model in China.