摘要
This paper tries to analyze the modern features of credit risk,the differences between market risk and credit risk,the integrated management of market risk and credit risk by using VaR method and its positive effects of China.
This paper tries to analyze the modern features of credit risk,the differences between market risk and credit risk,the integrated management of market risk and credit risk by using VaR method and its positive effects of China.
出处
《统计研究》
CSSCI
北大核心
2003年第7期49-53,共5页
Statistical Research
