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信用风险的量化管理是商业银行风险管理的重中之重,目前我国商业银行的信用风险管理刚开始向量化分析改进,本文探讨了典型的现代信用度量模型——Credit Metrics模型对改善我国现行的贷款风险度管理的借鉴意义。
The quantitative management of credit risk is the top priority of commercial bank’s risk management. At present, the credit risk management of commercial bank in our country just started to improve quantitatively. This article discusses the typical modern credit measurement model, Credit Metrics model, Reference Significance of Loan Risk Management.