Credit risk is one of the main risks the commercial banks faces all over the world,especially in the risk structure of the banks of China.In order to control credit risk more scientifically,we shall connect the qualit...Credit risk is one of the main risks the commercial banks faces all over the world,especially in the risk structure of the banks of China.In order to control credit risk more scientifically,we shall connect the qualitative analysis and the quantitative analysis.Put forward by J.P.Morgan Credit Metrics model is the application of the VaR in the field of credit risk,showing great advantage in quantitative bonds and credit risk of loan.This paper studies the Credit Metrics model and analyzes the hypothesis and framework of this model,attempting to explore the application of the model in China in order to promote the realization of the risk quantification of the commercial banks of China.展开更多
Metrics model is in fact a cluster of criterions to assess software, which may show the characteristics ofdifferent software systems or modules and then serve different demands from users. The research on software met...Metrics model is in fact a cluster of criterions to assess software, which may show the characteristics ofdifferent software systems or modules and then serve different demands from users. The research on software metricstries to give characteristic evaluations to software components in component extraction, and then supports users to se-lect reusable components in high quality.Java has been one of the main languages today. With consideration of characteristics of Java and research on somegeneral metrics model, our model: Quality Metrics Model for Java is born.Following the principle of "Factor-Criterion-Metrics", more detailed descriptions of factors, criterions and met-rics of our model are given. In fact, the metrics model shows us some way for consideration. Through this model, wehope to normalize the point of the views of users.In JavaSQMM, four activities organize software quality evaluating: understanding, function implementing,maintaining and reusing, and then four corresponding factors of quality come to birth, which are mixed by criteria andmetrics.When designing our Java metrics model, the original development of Object Oriented Metrics Model Tool for Ja-va(OOMTJava)provides the support to process of metrics semi-automatically.展开更多
文摘Credit risk is one of the main risks the commercial banks faces all over the world,especially in the risk structure of the banks of China.In order to control credit risk more scientifically,we shall connect the qualitative analysis and the quantitative analysis.Put forward by J.P.Morgan Credit Metrics model is the application of the VaR in the field of credit risk,showing great advantage in quantitative bonds and credit risk of loan.This paper studies the Credit Metrics model and analyzes the hypothesis and framework of this model,attempting to explore the application of the model in China in order to promote the realization of the risk quantification of the commercial banks of China.
文摘Metrics model is in fact a cluster of criterions to assess software, which may show the characteristics ofdifferent software systems or modules and then serve different demands from users. The research on software metricstries to give characteristic evaluations to software components in component extraction, and then supports users to se-lect reusable components in high quality.Java has been one of the main languages today. With consideration of characteristics of Java and research on somegeneral metrics model, our model: Quality Metrics Model for Java is born.Following the principle of "Factor-Criterion-Metrics", more detailed descriptions of factors, criterions and met-rics of our model are given. In fact, the metrics model shows us some way for consideration. Through this model, wehope to normalize the point of the views of users.In JavaSQMM, four activities organize software quality evaluating: understanding, function implementing,maintaining and reusing, and then four corresponding factors of quality come to birth, which are mixed by criteria andmetrics.When designing our Java metrics model, the original development of Object Oriented Metrics Model Tool for Ja-va(OOMTJava)provides the support to process of metrics semi-automatically.
