另一个观察信用风险的途径：比较伦敦同业拆借率较银行信用违约互换升水的情况，信用违约互换是衡量违约的工具。
Another way of looking at credit risk is by comparing the LIBOR spread with the premiums charged on Banks' credit-default swaps (CDSs), which measure the risk of default.
两个国家都以欧元借债，中间的率差是投资者对爱尔兰信用风险评估的参照。
Both countries borrow in euros, so the gap is a rough guide to how creditworthy investors consider Ireland to be.
对两种典型的坏帐率统计方法进行比较，发现传统的统计方法存在很大的误差，从而影响信用风险的测定精度。
By comparing two typical statistics methods of default rate, the article found a serious error in the statistics method that will impact on the precision of credit risk measurement.
巴塞尔新资本协议规定金融机构满足资本充足率的要求，并将风险分为信用风险、市场风险和操作风险。
The New Basel capital Accord has regulated the minimum capital requirements of Banks and consider the risks including credit risk, market risk and operation risk.
本文尝试将CPV模型原理应用于信用评级，力求更加精准地度量信用风险价值和银行监管资本充足率。
In this paper, CPV model will be used for credit rating so as to measure the credit risk and Banks' regulatory capital adequacy rate more accurately.
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.
为了提高市场占有率、充分了解客户的购买行为和确定正确的信用风险策略，建立信用卡中心风险评估系统十分重要。
It's very important to establish credit card risk assessment system to increase the market share, fully understanding customer buying behavior and making the correct credit risk strategy.
对信用风险管理的目标是尽量维持在可接受的参数信贷风险，银行的风险调整回报率。
The goal of credit risk management is to maximise a bank's risk-adjusted rate of return by maintaining credit risk exposure within acceptable parameters.
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...
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...
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