摘要翻译：
提出了一种简单而准确的多因素结构性信贷组合模型的分析方法。通过与蒙特卡罗模拟的对比，证明了该技术的准确性。本文提出的方法可能对寻求透明、直观、易于实现和高效的信贷组合模型的实践者有很高的兴趣。
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英文标题：
《KISS approach to credit portfolio modeling》
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作者：
Mikhail Voropaev
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最新提交年份：
2011
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Risk Management        风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Quantitative Finance        数量金融学
二级分类：Portfolio Management        项目组合管理
分类描述：Security selection and optimization, capital allocation, investment strategies and performance measurement
证券选择与优化、资本配置、投资策略与绩效评价
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英文摘要：
  A simple, yet reasonably accurate, analytical technique is proposed for multi-factor structural credit portfolio models. The accuracy of the technique is demonstrated by benchmarking against Monte Carlo simulations. The approach presented here may be of high interest to practitioners looking for transparent, intuitive, easy to implement and high performance credit portfolio model.
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PDF链接：
https://arxiv.org/pdf/1107.2164