【摘要】 近年来 ,信用风险度量的方法和模型不断推陈出新 ,其中CreditMetrics模型、CreditRisk +模型、KMV模型和Credit PortfolioView模型是四个最具影响力的模型 ,这四个新型信用风险度量模型的框架和思路 ,对我国金融机构和金融监管部门的信用风险管理提供了有益借鉴。更多还原

【Abstract】 Various credit risk assessment approaches and models have been put forward in the recent years, among them are CreditMetrics, CreditRisk+, KMV, and CreditPortfolioView, who are the most prestiged. These models, with their unique framework and reasoning clues, may have reference values to the country’s credit risk management over financial institutions and financial supervisory departments.更多还原