How to construct the credit risk model of default probability model?

如何构建违约概率模型等信用风险模型体系？

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Internationally, it has formed two kinds of basic methods for the choice of variables of the default probability model.

在国际上，对违约概率模型变量的选择上形成两种基本方法。

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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.

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。

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Retailers also continue to experience a higher average probability of default, based on the Sageworks probability of default model, a predictive statistical model for the credit analysis of small or privately held companies.

FORBES: Private Retailers' Sales On The Move

Under KMV's model, the typical default probability is 15% in Indonesia and 18% in Thailand.

FORBES: Default-risk bookies

Ongoing relationships with community banks have also helped Sageworks develop a statistically based model predicting the probability that, within a year, a business will default on a loan.

FORBES: Two signs private companies are stronger