已经在美国银行业压力测试中得到显示的信用卡损失已将两年损失率累积到22.5％，这一不利状况看起来越来越像是其它情形的基点。
The adverse scenario for card losses envisaged in American banks’ stress tests, a cumulative two-year loss rate of 22.5%, looks increasingly like the base case to others.
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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