Credit risk measurement model

Puts forward a method based on monte carlo simulation of credit risk measurement model .

第五章，提出了一个基于蒙特卡罗模拟方法的信用风险度量模型。

Then we construct and modify the KMV credit risk measurement model used in this paper .

然后，对本文运用的KMV信用风险度量模型进行了构建及修正。

The Comparison and References of Credit Risk Measurement Model for Commercial Bank

商业银行信用风险模型的比较及其借鉴

Research on Credit Risk Measurement Model and Economical Capital Allocation with Bayes Method

基于Bayes方法的信用风险计量模型与经济资本配置研究

Modern credit risk measurement model is not applicable at this stage of SME in China .

现代信用风险度量模型在现阶段还不适用于我国中小企业。

In this paper , as a study object , We launched a theoretical research for credit risk measurement model and the credit risk management .

本文以此作为研究对象，展开了对信用风险计量模型和信用风险管理有关理论的研究。

Therefore , how to establish a credit risk measurement model which is suitable to the Chinese listed companies has been an important and pressing task .

因此，尽快建立起适合于中国上市公司的信用风险度量模型是势在必行。

Compared systematically five kind of commonly used modern credit risk measurement model , and discusses it in our country 's compatible question and the corresponding countermeasures .

系统地分析比较了五种常用的现代信用风险度量模型，并探讨了其在我国的适应性问题及相应对策。

PD and LGD are generally considered as independent variable in current credit risk measurement model , which is same in the New Capital Agreement of Basel Committee on Banking Supervision .

现行的信用风险度量模型一般将PD与LGD看作独立变量，巴塞尔委员会在新资本协议中也这样处理。

In the modern credit risk measurement model study , many national scholars study foreign risk assessment methods , and empirically research for trying to find a suitable model of the modern credit risk measurement for China .

在对现代信贷风险模型的研究中，国内学者大多是通过与国外银行信贷风险评估方法做比较研究，再结合实证研究找出一个适合我国的现代度量信贷风险模型。

Secondly , based on the analysis of all kinds of theory and modern credit risk measurement model , the paper introduce Credit Metrics Model to go on empirical research of credit risk measurement in our country .

其次，在综述相关理论和现代信用风险度量模型的基础上，引入CreditMetrics模型，对我国商业银行的信用风险度量进行实证分析。

Select the radial basis kernel function as the kernel function of support vector machine , through the data conversion and scaling , parameter optimization , finally obtained good classification effect of small and median enterprises assemble bond financing of individual credit risk measurement model .

选取径向基核函数作为支持向量机的核函数，通过数据的转化与缩放、参数的优选，最终获得了分类效果好的中小企业集合债券融资个体信用风险度量模型。

In a foreign country , especially in the financial sector more developed countries has been the beginning of the use of modern credit risk measurement model , but the model of the major companies announced the use of credit data and the analysis of statements of listed companies .

在外国，特别是金融行业比较发达的国家已经开始使用现代信用风险度量模型，但模型主要使用公司对外公布的信用数据及上市公司报表进行分析。

Combining with the characteristics of city commercial banks , this paper attempts to construct a reasonable credit risk measurement model . With a large number of advanced foreign experiences , the author believes that the logistic regression model can be applied to measure credit risk much better .

结合我国城市商业银行的特点，通过大量借鉴国外先进经验，对比分析多种信用风险预测模型，笔者认为Logistic回归模型能够较好的运用于度量信用风险。

The system realizes the establishment of the retail credit asset risk measurement model , and the risk measurement of retail assets by implementing the Internal Ratings-Based Approach introduced by the New Basel Capital Accord .

该系统实现了零售信贷资产的风险计量模型的建立，实现新巴塞尔资本协议的内部评级法对零售类资产风险计量。

The credit risk measurement by KMV-based model on listed insurance companies

基于KMV模型对我国上市保险公司的信用风险度量

Relative to other credit risk measurement models , this model do not need effective of the market , is suitable for our relative lack of historical data breach the basic situation .

相对于其他信用风险度量模型来说，对市场的有效性要求不高，适用于我国违约历史数据相对缺乏的基本情况。

Then discusses the sources of credit risk of bonds and common modern credit risk measurement model . Based on the characteristics and advantages of KMV model , this paper constructs the credit risk measurement models based on KMV model .

接着探讨了我国城投债信用风险来源以及常见的现代信用风险测度模型，根据KMV模型的特点及优势，构建了基于KMV模型的城投债信用风险测度模型。

First , a brief account of the traditional credit risk measurement methods ; Then focus on the modern credit risk measurement model . The article focused on the theoretical basis and the applicability of the study .

先是介绍了传统的信用风险计量方法；接着着重研究了现代信用风险计量模型，文章重点对模型的理论基础和在我国的适用性进行了研究。

While the domestic credit system is far from perfect , we cannot directly use the credit risk measurement model of Western countries because of the different national conditions .

而国内的信用体系目前还很不完善，由于国情和市场环境的不同，也无法直接利用西方国家的信用风险度量模型。

Credit risk management is the main gap between Chinese commercial banks and foreign banks in the current , while credit risk measurement model is one of the most advanced methods for credit risk management .

信用风险管理水平是我国商业银行与外资银行当前的主要差距所在，而信用风险计量模型是当前最为先进的信用风险管理方法之一。

After describing all kinds of credit risk assessment methods and existing commercial banking assessment system , the author select one of the most popular international credit risk measurement models-KMV model to do empirical research on 30 listed companies of small and medium plate in Shenzhen .

接着对信用风险的各种评估方法和现行商业银行的方法体系进行了阐述，并选取国际上较为流行的信用风险度量模型&KMV模型对深证中小板30家上市公司进行实证研究。

First has compared between each kind of credit risk concept difference , pointed out this article needs to study the credit risk concrete content . Then has made a simple review to the development course of the credit risk measurement and define credit risk measurement model .

比较了各种信用风险概念之间的异同，指出本文所要研究信用风险的范畴，对信用风险度量的发展历程进行了简单回顾及其模型的界定。