国外信用风险度量方法对我国的借鉴与启迪

国外信用风险度量方法可分为传统和现代信用风险度量方法两大类,与其相比,我国信用风险度量方法存在定性分析多、缺乏较好的信用资料历史数据库,征信法规建设滞后、信用中介机构实力不强,证券市场有效性不高,信用文化基础薄弱等问题。因此,我们要静态与动态、定量与定性分析相结合,尽快建立大型违约数据库,加快征信立法、大力扶持国内专业信用评级机构,进一步开拓资本市场功能,加强信用文化建设。

Foreign Credit Risk Measurement Methods for Our Reference and Enlightenment

The foreign credit risk measurement methods can be divided into the traditional and modern credit risk measurement methods.By contrast,in our country there is a qualitative analysis of measurement methods,and lacking good historical credit information databases,with credit laws and regulations lagging,credit agency strength not strong,the effectiveness of securities markets not high,based on a weak credit culture and so on.Therefore,we have to combine static and dynamic,quantitative and qualitative analysis...