所以把极值理论应用于银行信用风险量化分析不失为一种比较理想的方法。
Therefore the application of the extreme value theory in the bank credit risk quantification analysis is an ideal method.
介绍了国外当前应用广泛的信用风险量化和管理模型,分析了模型在我国使用上的局限性。
A model of credit quantitative measurement and management widely used in foreign countries is introduced, and its limitation which appears while the model is used in China is analyzed.
在传统的信用分析方法之外,许多机构开发出了量化度量信用风险的模型。
Besides the traditional credit analysis methods, some quantitative management models have been developed by many institutions.
传统的度量和管理信用风险的方法和手段已远远不能适应当今社会发生的新情况和新问题,更不能满足人们对信用风险进行科学量化度量和有效管理的需要。
But traditional method of management to credit risk can not keep up with the development of our society and meet the need of scientific measurement and efficient management.
量化信用风险是一项非常复杂的工作,我国与发达国家在信用风险测度方面有很大的差距,还有很长的路要走。
Measuring credit risk is a very complex process, China has a very long distance with developed countries in measuring credit risk, we need to do more work.
量化信用风险是一项非常复杂的工作,我国与发达国家在信用风险测度方面有很大的差距,还有很长的路要走。
Measuring credit risk is a very complex process, China has a very long distance with developed countries in measuring credit risk, we need to do more work.
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