信用资产组合模型的分布计算是信用计量模型中一个非常重要的主题，对于这个问题一般常用的方法是进行蒙特卡罗随机模拟。
A new bilevel programming model-bilevel stochastic programming model is presented and the genetic algorithms based on Monte Carlo simulation to solve bilevel stochastic programming problem is given.
美国地区银行和西班牙储蓄银行，或者信用合作社，面临着商业资产组合受损更大的压力。
American regional Banks and Spanish savings Banks, or cajas, are among those coming under increasing pressure as commercial-property portfolios suffer.
我们相信，与Piraeus自己的信贷产品的资产组合相比，合并的实体的贷款登记簿中所蕴藏的信用风险更大，会抹煞掉这些好处。
We believe that these benefits would be offset by the higher credit risk that would be embedded in the consolidated entity's loan book compared with Piraeus' own credit portfolio.
对单项金额不重大的金融资产，可以单独进行减值测试，或包括在具有类似信用风险特征的金融资产组合中进行减值测试。
No significant amount of individual financial assets, could pay separately for testing, or a similar credit risk characteristics included in the portfolio of financial assets for loss testing.
在信用风险一定的情况下，我们通过选择不同相关性的资产减小组合的风险。
When the risk of assets is constant, we can select different correlation of assets to minimize the risk of portfolio.
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.
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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