贷款风险度

实证研究结果表明：借鉴贷款风险度确定creditrisk+模型中单个借款人的违约概率这一方法具有可行性。

The result shows : It is a feasible plan to refer to loan risk degree to determine Credit Risk model of individual probability in breach .

文中重点分析了creditrisk+信用风险模型、信用衍生产品、贷款风险度法等几种信用风险处理方法，比较各种方法的优劣，得出适合我国信用担保机构的信用风险管理方法。

And then , several credit risk treatment methods such as Credit Risk + model , credit derivatives , loan risk measurement are mainly analyzed and compared , suitable credit risk management method for risk assurance organizations of our country is concluded .

本文借鉴了商业银行的creditrisk+信用风险模型、信用衍生产品、贷款风险度法等几种信用风险处理方法，结合信用担保机构的特点，创造性地把定量分析引入信用担保风险管理中。

Several credit risk treatment methods used in commercial banks such as Credit Risk + model , credit derivatives , and loan risk measurement are used for reference and the characteristics of credit assurance organizations are integrated , furthermore , quantitative analysis is creatively introduced to credit assurance risk management .

贷款风险度法也存在一定的缺陷。

Credit risk degree method also has some defaults .

将近年来西方国家提出的信用风险模型&CreditRisk+模型与我国目前所使用的贷款风险度方法做了详细的比较分析。

A comparative analysis is made in detail between two credit risk models-CreditRisk + + and Risk Rate of Loans .

我国商业银行目前主要的评价体系是对客户的信用评级和采用贷款风险度的量化技术，定性分析仍占主导地位；

Credit Grading and Loan Risk Degree are the main evaluation systems used in our commercial banks , which is dominated by qualitative analysis .

我国商业银行目前所采用的信用风险管理模型贷款风险度方法仍主要以定性分析和经验判断为主，在风险与资本定量计量上存在许多不足。

China commercial banks still adopt methods based mainly on qualitative analysis and experiences which have many shortcomings in terms of risk and capital quantification .

然后，本文试图借鉴国外先进的信用风险评估方法，构造我国银行信用风险度量模型，并且从我国实际出发，设计了测定贷款风险度的可行方法，为信用风险管理建立了科学的基础。

Secondly , this paper construct commercial bank credit risk measure modal through advanced evaluating method of foreign countries . And from the reality of our country , this paper design feasible method to measure the loan risk degree .

提出基于企业年龄的风险分布函数，利用贷款风险度估计分布参数，将企业风险与贷款方式联结起来，反映贷款的实际风险状态。

The risk distribution function on the basis of enterprise age has been given . Using loan risk degree , distribution parameter is estimated . The enterprise risks and the loan wag have been joined to reflect the loan actual risk state .

基于全部贷款综合风险度控制的新增资产组合优化模型

Optimization Model of Incremental Asset Portfolio based on Integrated Risk Weight Control of Total Loan Portfolio

将企业信用等级、企业行业、贷款期限、贷款方式引入贷款风险度中，提出了一种信用风险度量模型。

Bring forward the method of credit risk measurement through introducing enterprise credit degree , enterprise trade , loan term and loan manner to loan risk degree for the first time .

从80年代初，商业银行逐步探索并形成了一套评价方法，并遵循《贷款通则》实施的要求建立了以贷款风险度为基础的评价指标。

In the early of 1980s , commercial bank gradually set up an evaluation system and designed some assessment indexes based on loan risk degree pursuant to General Rules on Loan .