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The paper has introduced the most famous models including CreditMetricsTM, CreditRisk+, KMV and CreditPortfolio View, and analyzed the differences,advantages and disadvantages among them. These models, with their unique framework and reasoning clues, will have reference values to the country’s credit risk management of financial institutions., authors=YANG Yun-shi1, Xu Cong-wei2, authorsList=YANG Yun-shi;Xu Cong-wei, authorCompany=1. Beijing University of Aeronautics and Astronautics,Beijing 100083, China;2. 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高级内部信用风险度量模型方法的比较
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杨蕴石;徐枞巍
科技导报 | 科研管理 2004,22(0407): 51-53
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科技导报 |科研管理 2004 , 22 (0407) : 51 -53
高级内部信用风险度量模型方法的比较
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杨蕴石;徐枞巍
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AN ANALYSIS ON THE MODELS FOR THE MEASUREMENT OF CREDIT RISKS
YANG Yun-shi;Xu Cong-wei
Affiliations
    1. Beijing University of Aeronautics and Astronautics,Beijing 100083, China;2. Hefei University of Technology, Hefei 230009, China
出版时间: 2004-07-10
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本文对目前国际上比较著名的信用风险管理模型CreditMetricsTM、KMV系统、CreditRisk+、CreditPort鄄folioView及其方法进行了一系列比较,研究了模型建立的理论基础以及模型之间的相互关系,阐述了现代信用风险度量技术和方法的特点和发展趋势。这4个新型信用风险度量模型的框架和思路,将对我国金融机构信用风险管理提供有益借鉴。
商业银行  /  信用风险度量模型  /  风险价值
Various credit risk assessment approaches and models have been put forward in the recent years. The paper has introduced the most famous models including CreditMetricsTM, CreditRisk+, KMV and CreditPortfolio View, and analyzed the differences,advantages and disadvantages among them. These models, with their unique framework and reasoning clues, will have reference values to the country’s credit risk management of financial institutions.
commercial bank  /  credit risk measurement model  /  value at risk
杨蕴石;徐枞巍. 高级内部信用风险度量模型方法的比较. 科技导报, 2004 , 22 (0407) : 51 -53 .
YANG Yun-shi;Xu Cong-wei. AN ANALYSIS ON THE MODELS FOR THE MEASUREMENT OF CREDIT RISKS[J]. Science & Technology Review, 2004 , 22 (0407) : 51 -53 .

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  • 接收时间:1900-01-01
  • 首发时间:2004-07-10
  • 出版时间:2004-07-10
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2种不同金属材料的力学参数
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属数
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genus
种数
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species
占总种数比例
Percentage of
total species (%)
属
Genus
种数
Number of
species
占总种数比例
Percentage of total
species (%)
鹅膏菌科Amanitaceae 2 11 5.26 鹅膏菌属 Amanita 10 4.78
小菇科 Mycenaceae 2 12 5.74 丝盖伞属 Inocybe 5 2.39
多孔菌科 Polyporaceae 8 14 6.70 蜡蘑属 Laccaria 5 2.39
红菇科 Russulaceae 3 23 11.00 小皮伞属 Marasmius 6 2.87
小菇属 Mycena 11 5.26
光柄菇属 Pluteus 5 2.39
红菇属 Russula 17 8.13
栓菌属 Trametes 5 2.39
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