Commercial Banks; Guaranty Portfolio; Credit Risk; Contagion and Mitigation.

商业银行；保证组合；信用风险；传染与缓释。

youdao

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。

youdao

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。

youdao