| 信用评级中的违约率、违约概率研究 |
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| 引用本文： | 赵保国,龙文征.信用评级中的违约率、违约概率研究[J].中央财政金融学院学报,2007(1):38-43. |
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| 作者姓名： | 赵保国 龙文征 |
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| 作者单位： | [1]北京邮电大学文法学院,北京100876 [2]中国人民银行征信中心,北京100032 |
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| 摘 要： | 信用评级是对个人、经济体与金融工具履行各种经济承诺的能力及可信任程度的综合评价，本文通过对KMV评级模型的研究，指出在信用评级中的关键指标——“违约率和违约概率”在评级中的重要意义。
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| 关 键 词： | 信用评级 模型 违约率 违约概率 |
| 文章编号： | 1000-1549(2007)01-0038-06 |
| 收稿时间： | 10 20 2006 12:00AM |
| 修稿时间： | 2006年10月20 |
The Research of Default Frequency and Default Probability in Credit Rating |
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| ZHAO Bao-guo,LONG Wen-zheng.The Research of Default Frequency and Default Probability in Credit Rating[J].Journal of Central University of Finance & Economics,2007(1):38-43. |
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| Authors: | ZHAO Bao-guo LONG Wen-zheng |
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| Abstract: | The credit rating, which is performed by individual, economic entities and Financial Instruments, synthesized evaluates the ability of various economic commitments and trust degree. Based on the model of KMV rating, this paper showed the significance of key indicators-- default Frequency and default probability in credit rating. |
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| Keywords: | Credit rating Model Default frequency Default probability |
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