摘要
近20年来,风险计量领域最主要的进展就是发展出了一套完整的模型体系,目前正式对外公布、有影响力的信用风险量化模型主要有四个,特点各异,且对我国商业银行信用风险管理具有借鉴意义。
In the recent twenty years, the most important progress in the field of risk measurement is that a set of complete model system has been developed. Up to now, there are four published and influential credit risk quantification models. They, with respective distinguishing features, may provide useful reference to the credit risk management of our commercial banks.
出处
《金融理论与实践》
北大核心
2005年第5期73-75,共3页
Financial Theory and Practice
关键词
信用风险量化模型
公司治理
内部评级体系
风险经理制
credit risk quantification model
corporate governance
internal rating system
risk manager system
