Title :
Comparative research of credit risk modeling and their recent advances
Author :
Pengfei, Bai ; Jinlin, Li ; Qingzhong, Zou
Author_Institution :
Sch. of Manage. & Econ., Beijing Inst. of Technol., Beijing, China
Abstract :
As the development of financial market and maturity of derivatives´s pricing theories, different connotations of credit risk come into being, and many classical credit risk models come up. This paper makes a comparative analysis of current credit risk models and summarizes some of the recent advances in credit risk modeling.
Keywords :
finance; risk analysis; comparative analysis; comparative research; credit risk modeling; financial market; pricing theories; Analytical models; Artificial neural networks; Biological system modeling; Companies; Economics; Portfolios; Reactive power; Credit risk; Default risk; Risk management;
Conference_Titel :
Business Management and Electronic Information (BMEI), 2011 International Conference on
Conference_Location :
Guangzhou
Print_ISBN :
978-1-61284-108-3
DOI :
10.1109/ICBMEI.2011.5920539
