| 资信评估中违约率的度量及应用 |
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| 引用本文： | 胡素华. 资信评估中违约率的度量及应用[J]. 西南农业大学学报(社会科学版), 2005, 3(2): 32-35 |
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| 作者姓名： | 胡素华 |
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| 作者单位： | 天津大学,管理学院,天津,300072;绍兴文理学院,浙江,绍兴,312000 |
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| 摘 要： | 首先讨论了违约率在资信评估中的意义,接着提出了违约率的度量方法以及考虑其他因素时的违约率调整,最后给出了违约率在资信评估中的应用。
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| 关 键 词： | 违约率 度量 巴塞尔协议 违约率分布 |
| 文章编号： | 1672-5379(2005)02-0032-04 |
| 修稿时间： | 2005-01-25 |
ON THE MEASUREMENT OF DEFAULT RATE AND ITS APPLICATION IN CREDIT RATING |
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| HU Su-Hua. ON THE MEASUREMENT OF DEFAULT RATE AND ITS APPLICATION IN CREDIT RATING[J]. Journal of Southwest Agricultural University:Social Science Edition, 2005, 3(2): 32-35 |
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| Authors: | HU Su-Hua |
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| Abstract: | This paper discusses the significance of default rate in credit rating and puts forward the methods for its measurement and its adjustment according to other related factors. Based on the above discussion, the application of credit default in credit rating is described. |
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| Keywords: | default rate measurement Basel Accord distribution of default rate |
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