rating matrix

And in light of credit risk, there are accounting-based ratio measurement method and volatility-based measurement method, as well as the related concepts, such as Credit Rating, Z-score, Transition Matrix, Expected Default Frequency.

针对信用风险度量的方法包括基于财务比率的风险测量方法和基于波动性的风险测量方法，与之相关的风险度量概念有信用评级、Z分数、转换矩阵、违约频率。

In credit risk models, the credit rating model and credit rate migration matrix are the basis of credit risk measurement; default and mark-to-market models are the major means; while credit derivatives models directly serve credit risk management.

信贷风险模型中，信用评级模型及信用等级转移矩阵是信贷风险度量的基础，违约和盯市等模型是信贷风险度量的主要方法，信用衍生工具等模型则直接为信贷风险管理经营服务。