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The Feasibility of Amended Creditmetrics Model’s Application of Commercial Bank in China

In: Proceedings of 2013 4th International Asia Conference on Industrial Engineering and Management Innovation (IEMI2013)

Author

Listed:
  • Xing Bi

    (Tianjin University)

  • Feng Xue

    (Tianjin University)

Abstract

The quantization of credit risk is always an important theme in Chinese financial sector. With the growth of Chinese economy, commercial banks increasingly need modern quantitative methods to manage credit risk. Creditmetrics model is a kind of quantitative methods which is very popular in developed countries. Though the credit rating system in our country is immature and the bonds market lacks mobility, but Chinese commercial banks need scientific quantitative methods to go with the developing of economy. While the amended Creditmetrics model provides a way for Chinese commercial bank to manage credit risk, so the study of application of amended Creditmetrics model in China is of practical significance.

Suggested Citation

  • Xing Bi & Feng Xue, 2014. "The Feasibility of Amended Creditmetrics Model’s Application of Commercial Bank in China," Springer Books, in: Ershi Qi & Jiang Shen & Runliang Dou (ed.), Proceedings of 2013 4th International Asia Conference on Industrial Engineering and Management Innovation (IEMI2013), edition 127, pages 811-820, Springer.
    • Handle: RePEc:spr:sprchp:978-3-642-40060-5_78
    DOI: 10.1007/978-3-642-40060-5_78
    as

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