信用风险模型(PPT 57页)
所属分类：信用管理
文件大小：242 KB
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资料简介：
Overview
BIS regulatory model Vs Credit risk models
Current Issues in Credit Risk Modelling
Brief introduction to credit risk models
Purpose of a credit risk model
Common components
Model from insurance (Credit Risk+)
Credit Metrics
KMV
Model comparison
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