Chapter three is about credit risk measurement methodology such as zeta model , credit scoring - model , classification & regression tree , csfp model and credit metrics , the latest of which can measure the credit risk of abs / mbs dynamically 包括zeta法、資信評估模型、分類和回歸樹、 cspp開發(fā)的信用風(fēng)險附加模型;動態(tài)評估資產(chǎn)證券化的信用風(fēng)險技術(shù)? ?信用風(fēng)險計量法。