P Morgan (1997) based on Var, the KMV model based upon option theories established by KMV Company, and through the Credit Risk Model developed by the Swiss Credit Bank based on the insurance calculating methods.
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- P Morgan(1997)建立的以Var為基礎的信用風(fēng)險度量模型(Credit Metrics)，KMV公司建立的以期權理論為基礎的KMV模型和瑞士信貸銀行建立的以保險精算方法為基礎的Credit Risk模型，對住房信貸的風(fēng)險進(jìn)行分析。
