标题： KISS方法在信用投资组合建模中的应用 显示英文标题

标题： KISS approach to credit portfolio modeling

摘要： 本文提出了一种相对简单且相当准确的分析方法，用于多因子结构化的信用组合模型。通过蒙特卡罗模拟进行基准测试，证明了该方法的准确性。对于寻求透明、直观、易于实现且高性能的信用组合模型的从业者来说，这里介绍的方法可能非常有趣。 显示英文摘要

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.