信用风险度量,credit risk measurement
1)credit risk measurement信用风险度量
1.The Empirical Study on Credit Risk Measurement Based on KMV Model;基于KMV模型的信用风险度量实证研究
2.Research of Credit Risk Measurement of Listed Companies Based on Option Pricing Theory;基于期权定价理论的上市公司信用风险度量研究
3.Credit Metrics model is a popular moderncredit risk measurement model in the international financial circle.Credit Metrics模型是国际金融界内流行的现代信用风险度量模型,它以风险价值VaR和期权定价思想为基础,以衡量信贷资产组合的风险价值为核心,用于识别贷款、债券等传统信贷产品的信用风险,开启了银行信用风险量化评估的先河,开创了现代信用风险度量研究的新领域,对中国商业银行的信用风险管理有一定的借鉴作用。
英文短句/例句
1.A Quantitative Study on Credit Risk of Chinese Commercial Banking;我国商业银行信贷信用风险度量研究
2.The Empirical Study on Credit Risk Measurement Based on KMV Model;基于KMV模型的信用风险度量实证研究
3.On Credit Risk Quantitative Measurement of the Listed Companies in China;我国上市公司信用风险度量实证研究
4.The Credit Risk Metric Research of KMV Reduced Model Based on the Business Cycle;基于经济周期的KMV信用风险度量研究
5.Research on Credit Risk Measurement of Commercial Banks Based on IRB;基于IRB的商业银行信用风险度量研究
6.The Research on Credit Risk Measurement Model of Chinese Commercial Banks;我国商业银行信用风险度量模型研究
7.Empirical Study of the Credit Risk Measurement on China s Listed Companies;中国上市公司信用风险度量实证研究
8.An Empirical Study on the Efficiency and Reliability of Credit Risk Models;信用风险度量模型绩效与稳定性研究
9.Literature of Credit Risk Measurement Theory of Commercial Banks;商业银行信用风险度量理论研究综述
10.Empirical Research on Credit Risk Measurement of Private Listed Companies of China我国民营上市公司信用风险度量研究
11.Credit Risk Measurement Basing on the Modified CreditRisk+ Model基于CreditRisk+修正模型的信用风险度量
12.Credit Risk Empirical Research Based on KMV Model基于KMV模型的信用风险度量研究
13.The Application of the Modern Credit Risk Measure Models in the Credit Risk Management of the Commercial Banks;现代信用风险度量模型在商业银行信用风险管理中的应用
14.Reviews of Cedit Risk Measurement Method Based on Financial Information of Companies基于企业财务信息的信用风险度量方法述评
15.Study on the Measuring Credit Risk of Individual Consumption Loan Portfolio;商业银行个人消费信贷组合信用风险度量
16.The Research on Asymmetric Information and Credit Risk Measurement of Commercial Bank;信息不对称与商业银行信用风险度量研究
17.How to Measure Credit Risks without Necessary Information;信息缺乏条件下的信用风险度量问题研究
18.Credit Risk Measure Model of Chinese Commercial Bank Based on SVM;基于支持向量机的商业银行信用风险度量模型
相关短句/例句
credit metric信用风险度量术
3)Quantity Measurement Models of Credit Risk信用风险量化度量模型
1.Research onQuantity Measurement Models of Credit Risk for Mordern Bank;现代银行信用风险量化度量模型研究
4)credit risk degree信用风险度
1.By takingcredit risk degree as system output, credit risk assessing and forecasting model based on artif.依据商业银行信用风险的内涵,指出信用风险评估应当充分考虑信贷资金安全系数的不确定性和信用风险的相对性特征,并以"信用风险度"作为系统的输出,构建了基于人工神经网络的信用风险评估预测模型,为有效转变信用风险的分类评估模式,提供更为全面的信贷决策支持奠定了基础。
2.In view of the connotation of credit risk,credit risk degree is put forward by taking the probability that credit capital becomes bad debt and the relativity of credit risk into consideration.本文依据商业银行信用风险的内涵,结合信用风险的不确定性和相对性特征,提出以"信用风险度"作为系统的输出,并针对传统模式识别评估方法的不足,构建了基于补偿模糊神经网络的信用风险评估预测模型,为有效转变信用风险的分类评估模式、提供更为全面的信贷决策支持奠定了基础。
5)credit risk measurement model信用风险度量模型
6)current credit risk measurement models现代信用风险度量模型
1.By means of empirical comparison,the paper finds that the forecast outcome of possibility of default and ratio of loss of banking loan withcurrent credit risk measurement models is very distinct.本文通过实证比较分析发现,现代信用风险度量模型对银行贷款的违约率、贷款损失和损失率的预测结果的差异性较大;但信用监测模型和信用风险附加法所预测的经济资本配置比例不仅符合巴塞尔协议对银行贷款经济资本的要求,也略大于实际应该配置的比例,实证表明了它们对度量我国商业银行贷款组合的信用风险具有较好的适用性。
延伸阅读
可公度量和不可公度量可公度量和不可公度量ommensulble and incommensuable magnitudes (quantities)可公度t和不可公度t【~e璐u由lea目in~men-su.ble magultodes(quanti柱es);“洲口Mel娜M毗“”“”-113Mep目M曰e肠eJ皿，一皿曰』 如果两个同类量(例如两个长度或两个面积)具有或不具有公度(common measure，即另一个同类量，所考虑的两个量都是这个量的整数倍)，则相应地称这两个量为可公度量或不可公度量.正方形的边长和对角线，或圆的面积和丫的半径的平方，都是不可公度量的例尹.如果两个量是可公度的，则‘l艺们的比是有理数;相反，不可公度量忿比是无理数、
