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- W2358450246 abstract "In this paper comparisons are made between the four credit-risk models (KMV, CreditMetrics, CreditRisk and CreditProfolio View) widely used in international credit risk management. Focusing on the respective principle, concept and structure, this paper studies the characters of each model and then gives the empirical result in the hope of coming up with references for the construction of the credit risk models of our commercial banks." @default.
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- W2358450246 date "2004-01-01" @default.
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- W2358450246 title "Comparative Study on the Character of Modern Credit Risk Models" @default.
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