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。
Recently, many models are adopted to measure the credit risk. However, these models usually ignore the optimization of portfolio.
近年虽然不乏测度银行信用风险方面的研究，但都只限于考虑风险最低的单目标模型。
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