| 商业银行贷款违约模型研究综述 |
| |
| 引用本文： | 刘铁牛.商业银行贷款违约模型研究综述[J].湖南商学院学报,2009,16(3):90-93. |
| |
| 作者姓名： | 刘铁牛 |
| |
| 作者单位： | 湖南商学院会计学院,湖南,长沙,410205 |
| |
| 摘 要： | 商业银行贷款违约概率的测算对于商业银行提取经济资本和控制信用风险有着非常重要的意义.本文从国外和国内两方面对商业银行贷款违约模型的研究进行了梳理和回顾,并进行了评述,指出目前商业银行贷款违约模型还存在较大的改进空间.
|
| 关 键 词： | 商业银行 贷款 违约概率 |
A Review of the Loan Default Models of the Commercial Banks |
| |
| LIU Tie-niu.A Review of the Loan Default Models of the Commercial Banks[J].Journal of Hunan Business College,2009,16(3):90-93. |
| |
| Authors: | LIU Tie-niu |
| |
| Institution: | School of Accounting;Hunan University of Commerce;Changsha;Hunan 410205 |
| |
| Abstract: | Measuring the default possibilities of loans has great significance for the commercial banks,which can help them allocate the economic capital and control the credit risk.This paper reviews the research on the loan default models from both at home and abroad and makes some related comments on them.And this paper also points out that there is still much room left for commercial banks to improve the default models. |
| |
| Keywords: | commercial banks loans the default possibility |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
