| 信用风险评价模型进展及其对我国农村信用社适用性研究 |
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| 引用本文： | 马九杰.信用风险评价模型进展及其对我国农村信用社适用性研究[J].中国地质大学学报(社会科学版),2001,1(3):27-33. |
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| 作者姓名： | 马九杰 |
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| 作者单位： | 中国人民大学农业经济系,北京,100872 |
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| 基金项目： | 国家自然科学基金资助项目(7990008) |
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| 摘 要： | 本文回顾和介评了 2 0年来特别是近年来信用风险评价方法及模型进展 ,包括传统的主观分析法、信用评分系统、期限结构模型、死亡率模型、 RAROC模型以及新近推出的所谓内部模型如 Credit- VAR、Ceadit Risk+等。最后 ,简要分析了国际上流行的信用评价方法对我国农村信用社的适用性
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| 关 键 词： | 信用风险 违约风险 风险测度 金融机构 信用社 |
| 文章编号： | 1671-0169(2001)03-0027-07 |
| 修稿时间： | 2001年4月26日 |
Development of Mehhods for Credit Risk Measuring for Financial Institutions and the Suitableness of new Models Application to Credit Cooperatives in Rural China |
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| MA Jiu-jie.Development of Mehhods for Credit Risk Measuring for Financial Institutions and the Suitableness of new Models Application to Credit Cooperatives in Rural China[J].Journal of China University of Geosciences(Social Sciences Edition),2001,1(3):27-33. |
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| Authors: | MA Jiu-jie |
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| Abstract: | This paper traces developments in the credit risk mea surement literature over the last 20 yearsEssentially,the author reviews the main current credit risk measurement models,egexpert system,credit scoring system,term structure model,mortality model,RAROC model,and CreditMetrics,CreditRisk+,CreditPortfolio View,KmV etcAlso,the author discusses the Suitableness of new models applying in credit risk measuring in credit cooperatives in rural China |
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| Keywords: | credit risk default risk risk measurement financial institutions credit cooperatives |
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