信用风险模型,credit risk model
1)credit risk model信用风险模型
1.A Study on Bayesian Improvement on Credit Risk Models信用风险模型的贝叶斯改进研究
2.In this article,elements and basic framework ofcredit risk models are discussed first,which is very helpful for the commercial banks to build their owncredit risk models;then we describe the application and new development ofcredit risk models in devel -oped countries in order that commercial banks can learn from them,catch up with them and have the ca-pacity to compete with them.本文阐述了信用风险模型的构成要素与基本框架,并介绍了信用风险模型的应用与发展趋势,旨在为研究与发展适合我国国情的信用风险模型,改善与提高我国商业银行风险管理水平提供基本的研究思路和方向。
3.The article also systematically introduces the contemporary majorcredit risk models and gives suggestions to the application of these models in Chinese banks, in order to provide references and methodologies for the business banks to improve their credit risk management level.本文通过分析目前国内商业银行在信用风险管理措施方面的误区和不足,给出了在信用风险全面识别基础上进行信用风险管理的基本框架,并对当今主流的信用风险模型进行了系统性的介绍,旨在为我国商业银行提高信用风险管理水平提供借鉴和研究思路。
英文短句/例句
1.Credit Risk Analysis under Jump-Diffusion Credit Risk Model含跳扩散信用风险模型下的信用风险分析
2.New Development of Credit Risk Models and Risk Management of Commercial Bank;信用风险模型的新发展与商业银行风险管理
3.Recovery Rate and Default Correlation of Credit Risk Model;信用风险模型的回收率与违约相关性
4.A Unified Model of CrediteMetris and Stress Test;CreditMetrics信用风险模型与压力测试的一体化
5.On the Adjustment of Transition Matrices in Credit Risk Models;信用风险模型中转移矩阵的调整问题
6.Research of Credit Risk Model Based on Jump Process;基于跳——扩散过程的信用风险模型研究
7.The Credit Risk Assessment of Commercial Bank Based on Credit Metrics Model;基于CreditMetrics模型评估银行信贷的信用风险
8.Study on Commercial Bank Credit Risk Assessing Model Based on Credit Risk Degree;基于信用风险度的商业银行风险评估模型研究
9.An Application of Logistic Regression Model in Credit Risk Analysis;Logistic回归模型在信用风险分析中的应用
10.Credit Risk Pricing of Commercial Bank Based on KMV Model;基于KMV模型的商业银行信用风险定价
11.Research of the Credit Risk Measuring Models for China s Listed Companies;我国上市公司信用风险计量模型研究
12.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
13.The Valuation of Unilateral Default Contagion in Credit Risk;信用风险中的单向违约传染定价模型
14.Research on Quantity Measurement Models of Credit Risk for Mordern Bank;现代银行信用风险量化度量模型研究
15.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
16.The Study on the Banking s Credit Risk Management Model;银行VaR信用风险管理模型的研究
17.A Forecast Method of Credit Risk Evaluation of Listed Companies Based KMV Model;基于KMV模型的上市公司信用风险预测
18.Structural Credit Risk Model Driven by Levy Process;Levy过程驱动下的信用风险结构化模型
相关短句/例句
KMV credit risk modelKMV信用风险模型
3)credit risk measurement model信用风险度量模型
4)Credit risk evaluation model信用风险评估模型
5)credit risk early-warning model信用风险预警模型
1.Research intocredit risk early-warning model for listed regional joint-stock commercial bank;上市区域性股份制商业银行信用风险预警模型研究
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
掉期信用风险的管理掉期信用风险的管理【掉期信用风险的管理】由于掉期交易存在信用风险，所以在合同中有对违约所造成的损失进行赔偿的详细条款，这样可以保障非违约方的利益。尽管合同已有明文规定违约后违约方对非违约方的损失负责，但作为掉期交易者都希望在信用风险发生之前就进行有效的管理，这样可以使信用风险降至最低程度，信用风险管理大致有以下几个方面:(l)慎选掉期对手。要选择信誉好、实力雄厚的公司作为掉期的交易对手。这是降低信用风险的最基本的方法。(2)慎选中介机构。即用中介银行的良好信誉来取代掉期对手的信用，这不失为避免信用风险的最好办法。(3)慎订掉期合同。在合同中，应尽量把交易中一切可能发生的事项都规定得极为详细，以便日后作为履约的依据。(4)尽量减少交换的本金。利率掉期不进行本金交换，利息支付应采用净额支付。另外，在资金支付时，尽可能做到同时人帐。
