企业集团财务公司违约损失率模型的构建方法与应用

Construction Methods and Application of Default Loss Ratio Models for Enterprise Group Financial Company

阐述了违约损失率模型的四种主要构建方法,即专家评估法、历史数据平均值法、线性统计回归法和非线性模拟法,对照企业集团财务公司违约损失率模型的构建难点,分析了现阶段适用于企业集团财务公司的违约损失率模型构建方法,并对违约损失率模型的应用进行了探讨。

This paper elaborates on four main methods for constructing default loss rate models,namely expert assessment,historical data averaging,linear statistical regression,and nonlinear simulation.By comparing the difficulties in constructing default loss rate models for enterprise group financial company,this paper analyzes the methods applicable to enterprise group financial company at present and discusses the application of default loss rate models.