| 商业银行信用组合风险管理模型比较研究 |
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| 引用本文： | 欧阳资生. 商业银行信用组合风险管理模型比较研究[J]. 湖南商学院学报, 2009, 16(3): 73-77 |
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| 作者姓名： | 欧阳资生 |
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| 作者单位： | 湖南商学院信息学院,湖南,长沙,410205 |
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| 摘 要： | 本文首先介绍了现代信用组合风险管理的新发展,然后重点阐述了国际大银行开发的、目前国际流行的四种信用风险管理的方法、模型特点,并对其进行了比较;最后对它们在我国应用的适用性条件进行了分析.
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| 关 键 词： | 信用组合风险 信用风险度量模型 违约 |
A Comparative Research on the Model of Credit Portfolio Risk Management of Commercial Banks |
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| OUYANG Zi-sheng. A Comparative Research on the Model of Credit Portfolio Risk Management of Commercial Banks[J]. Journal of Hunan Business College, 2009, 16(3): 73-77 |
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| Authors: | OUYANG Zi-sheng |
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| Affiliation: | School of Information;Hunan University of Commerce;Changsha;Hunan 410205 |
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| Abstract: | This article introduces the newtrend in modern credit portfolio risk management,and focuses on the four prevailing credit risk management method and the features of the models by making a comparison of the credit risk measurement,and analyzes the adaptability conditions of the modern credit risk measurements model in China. |
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| Keywords: | credit portfolio risk credit risk measurement model default |
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