Therefore the application of the extreme value theory in the bank credit risk quantification analysis is an ideal method.
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。
In total, the credit risk quantification management is the current trend, which adapts to the subdivision of the financial market and the need of effective risk management.
总体来看，信贷风险量化管理是一种潮流趋势，是适应金融市场细分和信贷风险有效管理的客观需要。
Within this system are contained data collection, IT system as the support of credit risk evaluation, determination of internal risk rating and quantification of default and loss.
我国在构建内部评级体系过程中存在着诸如借款人评级和债项评级无数据跟踪；
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