摘要
本文阐述了信用风险模型的构成要素与基本框架,并介绍了信用风险模型的应用与发展趋势,旨在为研究与发展适合我国国情的信用风险模型,改善与提高我国商业银行风险管理水平提供基本的研究思路和方向。
In this article,elements and basic framework of credit risk models are discussed first,which is very helpful for the commercial banks to build their own credit risk models;then we describe the application and new development of credit risk models in devel -oped countries in order that commercial banks can learn from them,catch up with them and have the ca-pacity to compete with them.
出处
《地质技术经济管理》
2003年第2期36-40,共5页
Geological Technoeconomic Management
基金
国家自然科学基金资助项目(79600016)
