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نماذج مخاطر الائتمان (ميرتون، KMV، CreditMetrics)×الانحدار اللوجستي×
المجالالتمويلإحصاء البحث
العائلةRegression modelProcess / pipeline
سنة النشأة19741958
صاحب الطريقةRobert C. Merton (structural model); J.P. Morgan / Gupton et al. (CreditMetrics)David Roxbee Cox
النوعStructural and portfolio credit risk modelMethod
المصدر التأسيسيMerton, R. C. (1974). On the Pricing of Corporate Debt: The Risk Structure of Interest Rates. The Journal of Finance, 29(2), 449-470. DOI ↗Cox, D. R. (1958). The regression analysis of binary sequences. Journal of the Royal Statistical Society, Series B, 20(2), 215–242. DOI ↗
الأسماء البديلةMerton model, KMV model, CreditMetrics, structural credit risk modellogit model, binomial logistic regression, LR
ذات صلة53
الملخصCredit risk models estimate the probability that a borrower defaults and the resulting distribution of credit losses. The structural approach was introduced by Robert C. Merton in 1974, treating a firm's equity as a call option on its assets, and was later extended into the KMV distance-to-default framework and the CreditMetrics rating-transition portfolio model published by J.P. Morgan in 1997.Logistic regression is a statistical method for modeling the probability of a binary outcome (disease present/absent, success/failure) as a function of continuous and categorical predictors. Developed by David Roxbee Cox (1958), it solves the problem of predicting categorical outcomes by applying a logistic transformation to constrain predictions to the [0,1] probability interval, enabling accurate risk stratification, diagnostic prediction, and causal inference in epidemiology, medicine, and social science.
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  1. v1
  2. 2 المصادر
  3. PUBLISHED

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ScholarGateقارن الطرق: Credit Risk Models · Logistic Regression. استُرجع بتاريخ 2026-06-18 من https://scholargate.app/ar/compare