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International Conference on Network and Finance Development (NFD 2010 PAPERBACK)

Wuhan,China,6.6-6.7,2010

ISBN: 978-1-935068-12-9 Scientific Research Publishing, USA

Paperback 394pp Pub. Date: June 2010

Category: Engineering

Price: $80

Title: Mathematics in Credit Risk Management: Some Issues in the CreditMetrics Model Application
Source: International Conference on Network and Finance Development (NFD 2010 PAPERBACK) (pp 93-95)
Author(s): Qingmei Tao, Chongqing Technology and Business University, School of Finance, Chongqing, China
Abstract: By providing an introduction to the credit risk measurements, this paper focuses on CreditMetrics. It decomposes the credit measurement into 3 steps and introduces some solutions for calculation process. The intention of this paper is to facilitate further discussions on the credit risk measurement.
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