第二章，信用风险度量模型的历史演进。
Chapter Two "The historic evolvement of credit risk measurement models".
第二部分评述几种重要的现代信用风险度量模型。
In part two, it evaluates the modern credit risk measurement models.
目前，西方发达国家的银行业己经采取了这种先进的内部信用风险度量模型。
At present, the banking has adopted such advanced internal credit risk measurement model in developed Western countries.
运用期权模型对信用风险进行度量，是国外信用风险度量模型中最早和最多采用的方法。
The utilization of option model to measure credit risks is the earliest and most widely used method in the world.
第二章对国际上主流的四类信用风险度量模型进行了介绍，并分析各个模型各自的优缺点。
The second chapter introduces four categories of international mainstream credit risk measurement models, and analyses four models' advantages and disadvantages.
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。
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.
本文研究的主旨在于通过分析和比较现代信用风险度量模型，试图找出适合我国实际的信用风险模型，以提高我国银行业的竞争力。
The purpose of my thesis is to find out the suitable credit risk measurement model in our country, which can improve the credit risk management level of our banks.
将单因素模型和蒙特卡罗模拟应用于我国商业银行组合信用风险度量的具体实践；
The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
本文尝试将CPV模型原理应用于信用评级，力求更加精准地度量信用风险价值和银行监管资本充足率。
In this paper, CPV model will be used for credit rating so as to measure the credit risk and Banks' regulatory capital adequacy rate more accurately.
随着研究力度的加大和投入的不断增多，新的模型和方法不断涌现，新的信用风险度量手段也不断付诸实践。
When much research effort was paid and much fund was invested into the research of the credit risk, many new models and methods have been developed and put into practice.
随着研究力度的加大和投入的不断增多，新的模型和方法不断涌现，新的信用风险度量手段也不断付诸实践。
When much research effort was paid and much fund was invested into the research of credit risk, many new models and methods have been developed and put into practice.
论文以kmv模型作为度量信用风险的基本模型，验证了kmv模型适用性，分析了次贷危机对纺织业上市公司信用风险的影响。
This paper selects the KMV model to measure the credit risk, verifies the applicability of the KMV model, analyzes that the impact of subprime crisis on the credit risk of textile industry lengthways.
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.
信用风险；商业银行；信用评级；度量模型；信用风险管理。
Credit risk; Commercial bank; Credit rating; Measure model; Credit risk management.
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。
This paper investigated the current credit risk models and proposed the modified KMV model to measure the credit risk in china.
信用风险是商业银行面临的主要风险，信用风险的度量模型有专家判断法、信用评分法、神经网络分析法以及现代违约概率模型等。
Credit risk is the main risk taken by commercial Banks. Credit risk measurement models include Expert Judgment, Credit Scoring, Neural Network Analysis as well as Modern Default Probability model.
其次，介绍了传统的信用风险度量方法和现代度量模型，就其各自的特点、应用范围以及优缺点等作出了评价。
Secondly, it introduces the traditional measurement methods and modern models, and evaluates its own characteristics, using scope and advantages and disadvantages.
与市场风险和信用风险已具备较为成熟的度量模型相比，操作风险的度量研究还处于初级阶段。
Comparing with the measurement research of marketing risk and credit risk where people already had mature measurement model, the measurement study of operational risk is still on its basic period.
与市场风险和信用风险已具备较为成熟的度量模型相比，操作风险的度量研究还处于初级阶段。
Comparing with the measurement research of marketing risk and credit risk where people already had mature measurement model, the measurement study of operational risk is still on its basic period.
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