دانلود مقاله ISI انگلیسی شماره 48644
عنوان فارسی مقاله

مقایسه مدل های ریسک اعتباری فعلی

کد مقاله سال انتشار مقاله انگلیسی ترجمه فارسی تعداد کلمات
48644 2015 7 صفحه PDF سفارش دهید محاسبه نشده
خرید مقاله
پس از پرداخت، فوراً می توانید مقاله را دانلود فرمایید.
عنوان انگلیسی
Comparison of Current Credit Risk Models ☆
منبع

Publisher : Elsevier - Science Direct (الزویر - ساینس دایرکت)

Journal : Procedia Economics and Finance, Volume 23, 2015, Pages 341–347

کلمات کلیدی
ریسک اعتباری - مقایسه - پیش فرض - نمونه کارها -
پیش نمایش مقاله
پیش نمایش مقاله مقایسه مدل های ریسک اعتباری فعلی

چکیده انگلیسی

The aim of this article is comparison of basic characteristics and mutual comparison of three basic current credit risk models. There is significant importance increase of credit risk issue in global economy and also in business sector nowadays. We chose models of renowned companies - KMV, CreditMetrics and CreditRisk+ as appropriate representatives for this article. We focus on differences in computational procedures, individual credit risk modelling techniques, as well as the variability in input parameters, used for risk quantification. Key dimensions that can be used to compare these models are: risk definition, risk sources, data requirements, credit risk event characteristics, credit event volatility, rate of return, numerical design of model and hazard classification. We will use methods of formal logic such as: analysis, synthesis, deduction, comparison. The result will be comprehensive overview of these models differences as well as the presentation of basic recommendations for their usage along with the mention of their advantages and disadvantages. We will also mention test results of various renowned agencies, which reflect the accuracy of these models.

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