In developed countries, because of establishment of the New Basel Capital Accord and fast development of derivatives exchange, credit risk management went on a revolution and come forth many representative credit risk measure models. 国际上,由于新巴塞尔协议的出台和衍生品交易的快速发展,信用风险的管理正经历着一场革命,涌现出了大量有代表性的信用风险量化管理模型。