credit risk models

As research continues developing, quantitative measurement of credit risk models are constantly achieving progress and improvement.

随着研究的不断发展，定量测量信用风险的模型也在不断地进步和完善。

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If Chinese bank want to obtain a healthy, stably development, they need use credit risk models in the western countries for reference to carry on the scientific management to the risk.

中国银行业要健康、稳定地发展，需要借鉴西方信用风险模型，对风险进行科学管理。

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Finally, trend of development of credit risk models is studied.

最后，展望了信用风险模型的发展趋势。

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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。

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Part three researches on the modern credit risk measurement models that are very popular in western countries, and empirically analyzes some companies' credit conditions by one of these models.

第三部分对目前西方较为流行的现代信用风险度量模型进行研究，并运用其中的一个模型对我国上市公司的信用状况进行了实证分析；

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After that, the paper introduces two kinds of credit risk pricing models which adopt stochastic interest rate and credit risk: structural model and reduced-form model.

在此基础上，探讨了将随机利率与信用风险相结合的信用风险定价模型&结构模型和简约模型。

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Review on Credit Risk Models

信用风险模型综述

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A Study on Performance-Based Enterprises' Credit Risk Models

基于业绩的企业信用风险预警模型研究

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On the basis of these, the author points out that credit risk control models of commercial banks cannot be indiscriminately imitated from western countries, but appropriate to our country.

在此基础上，提出了不能简单照搬西方国家商业银行信用风险控制模型，必须研究适合我国国情的信用风险控制模型的观点。

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This episode introduces the public loans and the loan prepayment risk. Reviews about the research condition of prepayment models and credit risk models.

具体包括对公贷款介绍、对公贷款提前还贷风险的定义、对公提前还款模型评述、信用风险模型的基本类别与研究状况。

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This chapter reviews the developing history of credit risk measurement models, these models can be divided into three groups: classic credit risk analysis method, modern credit risk quantitative measurement models and transitional models.

本章回顾了信用风险度量模型的发展历史，将其分为三类：古典的信用风险分析方法、现代的信用风险量化度量模型以及由古典向现代过渡的模型。

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In order to make popular Credit Risk models more compatibility, we expect to set up a general credit portfolio modeling, which is a basis of system risk factors and non-system risk factors.

为了使当前流行的各种信用风险模型具有更高的相容性，在系统风险因素和非系统风险因素区别的基础上，建立了一个简单的信用组合风险模型。

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Study on Credit Risk Measurement Models

信用风险度量模型研究

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Then, introducing the characteristics of credit risk models and credit risk through the model case illustrates the practical application of the commercial banks.

然后，介绍了信用风险模型的特点并通过案例说明了信用风险模型在商业银行的实际应用。

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Many major International financial organizations introduced various credit risk management models in order to improve the ability of controlling and forecasting the credit risk.

国际上一些金融机构陆续开发出各种信用风险管理模型，以提高其对信用风险的管理和预测能力。

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New Development of Credit Risk Models and Risk Management of Commercial Bank

信用风险模型的新发展与商业银行风险管理

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By means of empirical comparison, the paper finds that the forecast outcome of possibility of default and ratio of loss of banking loan with current credit risk measurement models is very distinct.

本文通过实证比较分析发现，现代信用风险度量模型对银行贷款的违约率、贷款损失和损失率的预测结果的差异性较大；

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During the past 20 years, with more and more credit risk measurement models were applied, the management of credit risk has begun its transition to Engineering Credit Risk Management.

近20年，随着越来越多的信用风险度量模型的建立和应用，信用风险管理也开始向工程化阶段过渡。

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We compare credit risk measurement models which currently are more popular using a combination of qualitative and quantitative methods from the perspective of comparative analysis, strive to elaborate comprehensively and analyze the problem in-depth.

本文从对比分析角度对目前比较流行的信用风险度量模型进行了比较，采用定性与定量相结合的方法，力求全面深入地对问题进行阐述和剖析。

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Then, using factor analysis method, this paper extract common factors from initial financial indicators and introduce them into the Logistic Regression Model in order to fit and compare corporate credit risk measurement models of different life cycle stages.

随后，本文利用因子分析法从初始财务指标中提取公共因子，将其引入Logistic回归分析模型之中，从而拟合出不同生命周期阶段企业的信用风险度量模型，并加以对比分析。

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Research on Credit Risk Models Based on the Negative Correlation Assumption between Default Probability and Recovery Rate

基于违约概率和回收率负相关假设的信用风险模型研究

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In credit risk models, the credit rating model and credit rate migration matrix are the basis of credit risk measurement; default and mark-to-market models are the major means; while credit derivatives models directly serve credit risk management.

信贷风险模型中，信用评级模型及信用等级转移矩阵是信贷风险度量的基础，违约和盯市等模型是信贷风险度量的主要方法，信用衍生工具等模型则直接为信贷风险管理经营服务。

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This paper investigated the current credit risk models and proposed the modified KMV model to measure the credit risk in china.

本文首先论述了国际通用的各信用风险模型的适用条件，提出改进的KMV模型作为度量我国不良资产证券化信用风险的模型。

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I believe as long as commercial banks combine to the actual situation in our country, in the process of using the model, continuous essence, abandoned the dross can find the most appropriate credit risk management models for our country.

相信我国商业银行只要结合我国的实际情况，在使用模型的过程中，不断的取其精华，弃其糟粕一定能找到一种最适合我国信用管理的风险模型。

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For this situation, this article firstly reviewed the international widely used credit risk measurement models, and then analyzed the applicability of models combined with the actual situation in our country at this stage.

针对这一现状本文对国际上应用广泛的信用风险度量模型进行了梳理，并结合我国现阶段的实际情况对模型在我国的适用性进行了分析。

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This paper systematically and profoundly compares and construes contemporary credit risk models.

系统地、深入地比较分析现代信用风险模型。

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So far, lots of researches have used various theories and technologies from financial engineering to establish credit risk evaluation models.

至今，国内外研究学者们运用不同的金融工程理论和技术建立了不同的信贷风险评估模型，来辅助银行进行信贷决策。

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Responding to the BASEL II IRB approaches, commercial banks and scholars in China have made some researches on the quantitative model to evaluate credit risk models.

为响应新巴塞尔资本协议对信用风险的内部评级的要求，我国商业银行和学者也已经开始研究和借鉴西方商业银行成功应用的信用风险度量模型。

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Then use the new Basel Capital Accord in the IRB, to discuss about how to set up a modern credit risk models in China for SMEs.

再结合巴塞尔新资本协议中的内部评级法，就如何在我国建立起适合于中小企业的现代信用风险模型展开讨论。

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This part analyzes risk management technique from the risk-return point of view, explains credit risk models, gives main measures of export credit risk management.

这一部分从风险收益分析的角度研究了风险管理技术，对信用风险模型进行了阐述，提出出口企业信用风险管理的主要措施。

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