为了使当前流行的各种信用风险模型具有更高的相容性，在系统风险因素和非系统风险因素区别的基础上，建立了一个简单的信用组合风险模型。
In order to make popular credit risk models more compatibility, we expect to set up a general credit portfolio modeling, which is a basis of system risk factors and non-system risk factors.
信用风险部门则把它们当成市场风险，因为它们都是银行所持金融工具组合的组分。
Credit-risk departments thought of them as market risk, because they sat in the trading book.
我们相信，与Piraeus自己的信贷产品的资产组合相比，合并的实体的贷款登记簿中所蕴藏的信用风险更大，会抹煞掉这些好处。
We believe that these benefits would be offset by the higher credit risk that would be embedded in the consolidated entity's loan book compared with Piraeus' own credit portfolio.
对单项金额不重大的金融资产，可以单独进行减值测试，或包括在具有类似信用风险特征的金融资产组合中进行减值测试。
No significant amount of individual financial assets, could pay separately for testing, or a similar credit risk characteristics included in the portfolio of financial assets for loss testing.
商业银行；保证组合；信用风险；传染与缓释。
Commercial Banks; Guaranty Portfolio; Credit Risk; Contagion and Mitigation.
本文分别从个体信用风险分析的角度和组合信用风险分析的角度对中国上市公司信用风险的评估方法进行了研究。
And this thesis has studied the credit risk assessment methods of China's listed companies based on the individual credit risk analysis and the portfolio credit risk analysis respectively.
贷款组合信用风险度量的显著特征是缺少实际违约数据。
Loan portfolio credit risk measurement is significantly characterized by lack of empirical default data.
但是，由于借款人贷款组合违约情况(信用风险)增高，所借款项的重要性便今非昔比了。
However, the importance of the money lent will be lost because borrower default (credit risk) from a portfolio of loans has increased.
如何在贷款组合信用风险度量中充分准确的反映违约依赖性，是当前学术研究和实践应用中的重要问题之一。
How to fully accurate reflect default dependence in loan portfolio credit risk measurement, is the the focal point of current academic research and practical applications.
因此对于组合信用风险的度量，使用重要抽样方法要优于简单蒙特卡罗方法。
Considering the portfolios credit risk measurement, the use of importance sampling method is superior to crude Monte Carlo method.
目前为止没有广泛接受的用于评估贷款组合的信用风险模型。
There is currently no widely-accepted model of the credit risk for loan portfolio.
将单因素模型和蒙特卡罗模拟应用于我国商业银行组合信用风险度量的具体实践；
The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
在信用风险一定的情况下，我们通过选择不同相关性的资产减小组合的风险。
When the risk of assets is constant, we can select different correlation of assets to minimize the risk of portfolio.
二是建立在银行既定收益率和相关法律法规约束下以组合信用风险最小为目标的资产组合优化模型。
The second is considering the constrain on the established earning, laws, regulations and sets up the optimal model of asset-portfolio.
对银行来讲，信用风险管理有两个层次，第一个层次是对单个贷款者的违约风险管理，第二个层次是整个银行的经营风险管理，把诸多的笔贷款看成一个组合。
For bank the credit risk management have two aspects. One is to manage the default of single borrowers and the other is to manage risk of the whole bank, which takes lots of loan as one portfolio.
文章对违约概率、违约损失率、违约敞口、期限因素以及违约相关性等信贷资产组合信用风险的风险因子的度量进行了综合研究。
In this article, the author presents his studies in measuring such credit risk factors as default possibility, default loss, default exposure and maturity and default...
本文主要研究保证组合传染与缓释行为对组合信用风险影响，特别是对组合预期损失与非预期损失影响。
This paper focuses on the portfolio mitigation and contagion effects incurred by guaranty relation, especially on the expected loss and unexpected loss in the portfolio.
本文主要研究保证组合传染与缓释行为对组合信用风险影响，特别是对组合预期损失与非预期损失影响。
This paper focuses on the portfolio mitigation and contagion effects incurred by guaranty relation, especially on the expected loss and unexpected loss in the portfolio.
应用推荐