摘要
对现代信用风险的量化度量是当代金融领域的前沿问题。发达国家已发展成熟了一系列的风险度量模型 ,而我国在此领域的研究基本处于空白。本文介绍了信用度量制模型 (CreditMetricsModel)的原理 ,及它在我国信用风险量化度量管理中的适用性 。
The measurement of the modern credit risk is the emerging problem in the modern financial field. The developed countries have had a series of risk measurement models while our country hasn't mastered. This article introduces the principles of the Credit Metrics Model and its application in our country's Credit Metrics Model management and then comes up with some related suggestions so as to upgrade our country's credit risk measurement level.
出处
《现代财经（天津财经大学学报）》
CSSCI
2003年第3期32-34,共3页
Modern Finance and Economics：Journal of Tianjin University of Finance and Economics
