Responding to the BASEL II IRB approaches, commercial banks and scholars in China have made some researches on the quantitative model to evaluate credit risk models. 為響應新巴塞爾資本協(xié)議對信用風(fēng)險的內部評級的要求,我國商業(yè)銀行和學(xué)者也已經(jīng)開(kāi)始研究和借鑒西方商業(yè)銀行成功應用的信用風(fēng)險度量模型。