摘要
采用Delta-EVT模型,针对商业银行信用风险超额损失,从整体(或部门)的角度进行度量;并对模型进行了实证分析,取得良好的效果,从而为商业银行的信用风险管理提供了具有一定科学价值的决策参考变量。
In this paper, the use of Delta-EVT model for commercial banks from the overall （or departments） to measure credit risk excess losses, and the effect of the model in the empirical analysis is good, providing commercial banks＇s credit risk management with a certain scientific variables in the decision-making.
出处
《价值工程》
2009年第11期150-152,共3页
Value Engineering
