传统信贷风险的准确估计依赖于银行积累的各个客户的大量信息。借款人违约的可能性有多大？有哪些可能的弥补方式？对这些问题的估计就形成了银行对违约损失值的预期。可是，一个资产质量差的银行难以经受借款人违约风险，需要对信贷风险进行准确衡量，而不是一种判断。多数信 The accurate estimation of the traditional credit risk depends on a large amount of information of each customer accumulated by the bank. How likely is the borrower to default? What are the possible ways to make up? The estimation of these problems forms the expectation of banks on the value of default losses. However, a bank with poor quality of assets can not withstand default risk of borrowers and needs to accurately measure credit risk, rather than a judgment. Most letters