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.
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