机构地区: 广州大学理学院
出 处: 《广州大学学报(自然科学版)》 2004年第5期385-388,共4页
摘 要: 给出了信用风险的定性和定量描述,介绍了传统和现代信用风险模型,并对它们进行了比较分析.最后,展望了信用风险模型的发展趋势. Quantitative and qualitative analysis on credit risk is given in this paper. Traditional and contemporary credit risk models are introduced and compared respectively. Finally, trend of development of credit risk models is studied.