The higher the dependency of default, the the greater the potential risk of loan portfolio loss.
违约依赖性越高，贷款组合的潜在风险损失越大。
Optimal portfolio of efficient frontier controls and adjusts default risk of loan portfolio effectively.
通过有效边界上的最优组合有效地控制和调整贷款组合的违约风险。
The exposure to non-default risk of loan portfolio is reflected accurately, at the same time IRB of banks has been improved.
准确地反映了贷款组合的非违约风险暴露，同时完善了银行的内部评级体系。
Loan portfolio risk is the main risk of commercial Banks. The nonperforming loan caused by the loan allocation mistakes, is the main problem of Chinese Banks industry.
贷款组合风险是商业银行的主要风险，由于贷款组合分配失误造成的新增不良贷款不断产生，是我国目前银行业面临的主要问题。
One important decision of bank management is to optimize the loan portfolio structure so as to hold a loan portfolio with possible highest yield and relevant lowest risk.
银行在经营中的一项重要决策，就是对贷款组合结构进行优化，以持有一个具有尽可能高的收益率和尽可能小的风险的贷款组合。
In the forth chapter, we build a total risk optimization model of portfolio loan on the base of expect return.
第四章建立了基于行业组合的贷款总体风险优化决策模型。
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.
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。
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.
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。
This paper set up the decision-making model of loan' s portfolio optimization based on the analysis of risk base on the domestic and overseas research.
本文在分析国内外现有研究的基础上建立了基于风险分析的贷款组合优化决策。
There is currently no widely-accepted model of the credit risk for loan portfolio.
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。
Loan portfolio credit risk measurement is significantly characterized by lack of empirical default data.
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.
贷款组合信用风险度量的显著特征是缺少实际违约数据。
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