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Chinese Journal of Management Science ›› 2002, Vol. ›› Issue (1): 17-22.

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Comparative Analysis of Credit Risk Models

LIANG Shi-dong, GUO Bing, LI Yong, FANG Zhao-ben   

  1. Chinese Science and Technology University, Stochastic and Financial Dept. of Business School, Anhui Hefei 230026, China
  • Received:2001-05-29 Online:2002-02-28 Published:2012-03-06

Abstract: This article analyzes the elemental reasons of the rapid development of current credit risk models,summarizes the primary models with mathematic words and compares the principles?advantages and disadvantages of these models Finally,we introduce the actual performance of the models

Key words: credit risk, default probability, risk value

CLC Number: