国内信用风险计量主要集中于运用统计学原理进行实证模拟的方法来寻找适合中国的计量模型和指标体系。在分析国内外研究现状的基础上,对Altman模型的建模思想和核心原则进行了理论和实践解析,探寻现有模型解释能力较强而预测能力不尽如人意的理论根源,提出建立具有预测功能的违约概率模型的联合预测方法。 The measurement of domestic credit risk mainly focuses on the empirical simulation using statistical principles to find a suitable econometric model and index system for China. Based on the analysis of the current research status both at home and abroad, this paper analyzes the theory and practice of the modeling and core principles of the Altman model, and probes into the theoretical roots of the existing model with poor explanatory power and unsatisfactory predictive ability. Function of the default probability model of the joint prediction method.