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《The Study of Finance and Economics》 2005-05
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Study on Credit Risk Measurement Methods of Commercial Bank

WANG Xiaoming (Department of Statistics, Shanghai University of Finance and Economics, Shanghai 200433,China)  
In this article we review and summarize different credit risk measurement models used in the credit evaluation studies of commercial banks in our country. Comparisons are made for these methods in the respects of merit, weakness and flexibility. Some shortages in the credit evaluation study are analyzed and a phenomenon is pointed out that model study is out of joint to index system study. We think the study of credit risk should integrate risk analysis, method study and index system study. Some basic suggestions are made.
【Fund】: 上海财经大学211工程项目的资助
【CateGory Index】: F832.33
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