信用市场信息获取和处理是中国信用社会发展的热点事件,也是国内外研究日益关注的课题之一。从定价标准角度回顾并整理了国外有关信用违约信息处理及其相关衍生物定价问题,以期拓展信用违约信息处理及其衍生物定价标准研究领域,为评估信用违约事件和定价信用衍生物实践提供指导和帮助。
Collecting and processing credit default information is a hot issue in China,and is also a growing concern in academic circles and industries.The authors review the problem from the pricing standard perspect and the model to deal with credit default events with the hope of providing some new ideas to collect and process the credit default information and price the credit derivatives