本文介绍贷款组合损失的计算方法。
This paper introduces the measure of computing the loan portfolio loss.
并将这种方法用于计算我国上海股票市场的股票组合7天贷款的质押率。
Further more this method was applied to Shanghai stock market in China to calculate the impawn rate of a portfolio in 7 dates duration under a specific confidence level.
然后从计算方法上,将该贷款组合优化问题归结为一类有上下限的非连续、多峰的特殊背包问题。
Then, analyzed from calculation methods, this model is a type of Knapsack Problem with restrictions between lower-limit and upper-limit, which is a discontinuous and multi-maximum complicated problem.
第三步:找出违约超过1年的贷款,并计算20,000种组合的损失。
Step 3: find the loans that defaulted over 1 year and compute the losses for the 20,000 portfolios.
专业的住宅抵押贷款计算器,提供快速的解答复杂的问题,包括利息在内,只有支付,利息仅组合贷款和利息,只有资格。
The professional's residential mortgage finance calculator provides fast answers to complicated questions, including Interest-Only Payments, Interest-Only Combo Loans and Interest-Only Qualifying.
专业的住宅抵押贷款计算器,提供快速的解答复杂的问题,包括利息在内,只有支付,利息仅组合贷款和利息,只有资格。
The professional's residential mortgage finance calculator provides fast answers to complicated questions, including Interest-Only Payments, Interest-Only Combo Loans and Interest-Only Qualifying.
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