Location: Main >> RESSET/CreditRiskMS

RESSET/CreditRiskMS, developed by RESSET, is a credit risk management software based on the default probability measure. User can choose the model, such as the discriminate model, Logistic autoregressive models, neural network model, and the modeling data by themselves. Then the software will automatically accurate results based on the user’s choice. User can repeatedly select the different data to calculate by applying the model, or to test the model. The results include default rates, misjudgment probability as well as other important indicators. There have the detailed introduced documents and the modeling results analysis for every model. RESSET/CreditRiskMS will also add the modules for credit rating, credit risk measurement, etc.

——————  Product Features  ——————


The research and development for the credit risk management is in its infancy in China. RESSET R&D team is the leader in the peer level with cooperating with Tsinghua University, Beijing University and other well-known universities.


As all the data in RESSET/DB database are from real financial market, it can satisfy the requirement of the real work to the maximum. RESSET/CreditRiskMS can be widely used in teaching and scientific research of high school, the investment of financial institutions and so on.

Combination of the theory

It involves the combination of the professional knowledge of statistics, econometrics, credit rating, risk measurement, etc.

——————  Formula for Discriminate model  ——————

Getting the training resulting data according to the model selected by user; users can check the resulting illustration of the linear discrimination based on the company information on the left of the page; users enter into the page of training sample model by clicking the test sample, and then get the resulting data of the training samples and misjudgment probability according to the start and end times of the sample collection; the test sample of ROC curve can be checked.