- 期刊
Research on Credit Risk Management of China's Commercial Banks
摘要
Firstly, the article discusses the development history of credit risk management theory, and then analyzes the current famous modern credit style from many aspects. The risk measurement model and the difference in modeling methods are found in the empirical literature, and the prediction effects are also quite different. Finally, a more objective review of these models.
參考文獻
John B. Caouette, etc:Evolving Credit Risk Management,Mechanical Industry Press , 2001.
Anthony Saunders:Credit Risk Measurement,Mechanical Industry Press, 2001.
Wu Hengyu, Wu Yuanqun:Devaluation of Debt Securities with Jump-Diffusion Process in Corporate Assets, System Engineering.2007(02).
Cao Daosheng, He Mingsheng:Comparison of credit risk models of commercial banks and their reference ,Financial Research,2006(10).
J, William, P :Regulatory implication of creditrisk modeling, Patricia,Journal of Banking and Finance,2000.
延伸閱讀
- Li, R. (2022). Research on Risk Spillover Effect of Listed Commercial Banks in China. Frontiers in Economics and Management, 3(12), 202-208. https://doi.org/10.6981/FEM.202212_3(12).0028
- Jin, Y. (2022). Research on Customer Relationship Management of Commercial Banks in China. Frontiers in Economics and Management, 3(12), 145-153. https://doi.org/10.6981/FEM.202212_3(12).0019
- 李剛（2018）。Research on Credit Risk Management System of Private Commercial Banks in China — Taking HR Bank as an Example〔碩士論文，國立臺灣大學〕。華藝線上圖書館。https://doi.org/10.6342/NTU201801088
- Ren, B. (2021). Application of Big Data Analysis in Credit Risk Control of Commercial Banks. Frontiers in Economics and Management, 2(11), 260-262. https://doi.org/10.6981/FEM.202111_2(11).0034
- 林江峰（2010）。The Analysis of the Rules and Market of Commercial Banks Providing Overseas Financial Management Services in China。台灣金融財務季刊，11(1)，33-68。https://doi.org/10.6985/TBFQ.201003.0033