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。

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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。

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