Title: AN ANALYSIS ON THE MODELS FOR THE MEASUREMENT OF CREDIT RISKS
Abstract: Various credit risk assessment approaches and models have been put forward in the recent years. The paper has introduced the most famous models including CreditMetricsTM, CreditRisk+, KMV and CreditPortfolio View, and analyzed the differences,advantages and disadvantages among them. These models, with their unique framework and reasoning clues, will have reference values to the country's credit risk management of financial institutions.
Publication Year: 2004
Publication Date: 2004-01-01
Language: en
Type: article
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