商业银行信用风险分析的Credit Metrics模型及实证分析-金融学专业毕业论文.docxVIP

A A n A n a ly sis o f C re d it R isk in C o m m e rc ia l B a n k s b y C r ed ir M e t rie s M o d e l a nd E x P e ri m e n t alism T h is P a P e r 15 c o m p o se d o f f iv e p a rt s : 仆 e fir st ch ap ter intro du ees the b ack groun d an d signi fiean ee o f th e toP ie as w ell as the literatUre rev iew an d the origin ality o f the thesis. T h e se e o n d c h a p te r d isc u s se s t h e d e f in it io n a n d c a u se s o f e re d it r isk . It 九 找h e r e x P lic it iy P r e s e n ts t h e d e f in it io n o f c re d it，c re d it r isk a n d r isk o f e re d it lo a n a s w e ll a s t h e e a u s e s o f e r e d it r isk i n C o rn r以e rc ia l B a n k s . It a lso c la s sif ie s t h e C o rn n以crc la l B 田zk s c r ed it r isk s b y ta k in g t h e m a in c h a ra c te ri stic s o f t ha t o f C h in a a s a n e x a m P le . Th e third ch aP ter in v estig ates the P resent risk m an ag em en t m o d el thr ou gh an a n a ly sis o f t h e r is k m a n a g e m e n t m o d e l. B a s e d o n t h e q u a n t ita ti v e a n a ly sis o f 、乞r o f t h e lo a n u n d e r t h e C re d it M e t ri c s M o d e l，t h e f ou r th c h a p te r d o e s s o m e a m e n d m e n t o n t h e C re d it M e tr ic s M o d e l a n d 即 p lie s it to t he e a lc u la ti o n o f lo a n f ro m C h i n e se C o n un e re ia l B 田Ik s . T h e la st c h a p te r P r o sP e c ts a 丘叭 h e r re se a r c h a n d m a k e s su g g e st io n s o f d e g r e e o f t he m a n a g e m e n t o n t h e c re d it r is k i n C o m m e rc ia l B an k s o f C h i n a . K e y W 0 r d s : C r e d i t M e tr ie s M 0 d e l，、性 R M o d e l，C o m m e r e ia l b a n k ，C r e d it r is k ，形 s k m a n a g e m e n t 目 目 录 目 录 1 . 绪 论 .................……”…”............……“......................……”.…”.-...................……“.1 1.1 论 文 研 究 的 背 景 和 意 义 .…，..