统计研究 ›› 2003, Vol. 20 ›› Issue (7): 49-5.

• 论文 • 上一篇    下一篇

风险值法在金融机构信用风险管理中的运用

于研    

  1. 上海财经大学
  • 收稿日期:1900-01-01 修回日期:1900-01-01 出版日期:2003-07-15 发布日期:2003-07-15

  • Received:1900-01-01 Revised:1900-01-01 Online:2003-07-15 Published:2003-07-15

关键词: 风险值, 信用风险, 金融机构, 一体化管理

Abstract: This paper tries to analyze the modem features of credit risk, the differences between market risk and credit risk, the integrated management of market risk and credit risk by using VaR method and its positive effects of China.