In order to make popular credit risk models more compatibility, we expect to set up a general credit portfolio modeling, which is a basis of system risk factors and non-system risk factors.
为了使当前流行的各种信用风险模型具有更高的相容性，在系统风险因素和非系统风险因素区别的基础上，建立了一个简单的信用组合风险模型。
Recently, many models are adopted to measure the credit risk. However, these models usually ignore the optimization of portfolio.
近年虽然不乏测度银行信用风险方面的研究，但都只限于考虑风险最低的单目标模型。
Recently, many models are adopted to measure the credit risk. However, these models usually ignore the optimization of portfolio.
近年虽然不乏测度银行信用风险方面的研究，但都只限于考虑风险最低的单目标模型。
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