摘要
本文通过对不同信用风险度量技术的分析比较,探讨了现代信用风险度量方法的基本特征及理论发展方向,为我国信用风险度量技术的监测应用提供了新的分析视角和应用途径。
Through the comparative analysis of different measure techniques of credit risk, this paper studies the basic characteristic and the direction of the modem theoretic development of credit risk measure, and gives a new concept and path for the application of the credit risk measure techniques in China.
出处
《金融研究》
CSSCI
北大核心
2006年第7期71-77,共7页
Journal of Financial Research
关键词
信用风险
度量技术
监测模型
credit risk, measure techniques, analysis model
