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".
提出了一种单笔贷款信用风险度量方法。
贷款组合信用风险度量的显著特征是缺少实际违约数据。
Loan portfolio credit risk measurement is significantly characterized by lack of empirical default data.
应用推荐