摘要
本文首先介绍传统信用风险度量模型的分析方法,然后测算了各模型的预测结果,发现所有的模型预测效果都较差,尤其是犯第二类错误率很高,实证说明它们在分析我国银行贷款违约率方面的适用性并不强。
The paper first of all introduces the methods of traditional credit risk measurement models, and then the paper computes their forecast effect. We find that the forecast effect of these models is very bad, which demonstrates that they can't be well applied to forecast of default of Chinese banking loans.
出处
《预测》
CSSCI
2005年第2期55-59,共5页
Forecasting
关键词
传统信用风险度量模型
银行贷款
违约预测
实证分析
traditional credit risk models
banking loan
forecast of default
empirical analysis
