【摘要】 对三类著名的信用风险模型:结构化模型、简约化模型、混合模型进行了比较研究,分别指出了它们的特点和优缺点,同时,分析了这些定量模型在我国应用时存在的问题,提出了提高我国信用风险管理水平的几点建议。更多还原

【Abstract】 In this paper,we make a comparative analysis of three well-known credit risk models:structureal mod-el,reduced form model and hybrid model.We also analyse the property,advantages and disadvantages of these models.At last section,we explain the problem to be solved in the application of these models in our county.In order to develop our country’s credit risk.更多还原