风险值法在金融机构信用风险管理中的运用
2003-07-15分类号:F830
【部门】上海财经大学金融学院
【摘要】This paper tries to analyze the modern 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.
【关键词】风险值 信用风险 金融机构 一体化管理
【基金】
【所属期刊栏目】统计研究
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