Theory and Method of Commercial Bank Credit Risk Measurement-中国Betway体育网页登陆

摘要 Calculatingandmeasuringcreditriskisthekeytechniqueofcommercialbankmanagement.InternationalrelativeachievementsmainlyincludeZandZETAmodelofAltman,Standard&poolexternalratingsystem,Moodyexternalratingsystem,KMVmodel,CreditMetricsmodel,CreditRiskmodel,McKinseymodelandsoon.Chineserelativeachievementsmainlyincludes:creditscoremethod,comprehensiveestimatingmethod,discriminativeanalysismethod,artificialneuralnetworkmethodetc.Thispaperanalyzestherelativeresearchachievementsofcreditriskmeasurementandthefutureresearchtrend.

1Xinhua.Bank of China to improve credit structure for risk control.国际贸易,2009-12.
2Ying Zhang.Construction of Risk Management System in Chinese Commercial Bank.国际贸易,2006-05.
3BeimingXiao.Research of Monte Carlo Simulation in Commercial Bank Risk Management.系统科学,2004-04.
4CHAO Jian-xiong.Bank's Self-learning Process in a Gray System of Credit Risk.系统科学,2001-04.
5Lei Wang.Does Corporate Short-term Financing Bills Mitigate Bank Credit Risk？.国际贸易,2006-03.
6HE Yun-long.Franchise Value Change Information of State-owned Commercial Bank and Securities Investment Risk.会计学,2007-02.
7Yi Tong.The Development and Credit Risk Mitigation of Credit Derivatives.国际贸易,2006-04.
8O. H. Edogbanya;S. E. Fadugba.On Structural Approach for the Valuation of Credit Risk.基础数学,2014-06.
9Bhekisipho TWALA.COMBINING CLASSIFIERS FOR CREDIT RISK PREDICTION.系统科学,2009-03.
10He,Yibu.The dilemma that local commercial bank faces and countermeasure.建筑技术科学,2024-03.

Theory and Method of Commercial Bank Credit Risk Measurement

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