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信用评级及违约概率的建模分析

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摘要 通过贝叶斯方法对违约概率进行建模和分析,得出理论与实际的违约概率较大的差距,总结美国信用评级机构的积攒的经验和成功做法,探究三大评级机构的过失行为,讨论了信用评级机构对我国金融监管的参考作用。
作者 石磊 庞玉洁
出处 《管理观察》 2012年第22期133-133,共1页 Management Observer
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