第二章,信用风险度量模型的历史演进。
Chapter Two "The historic evolvement of credit risk measurement models".
提出了一种单笔贷款信用风险度量方法。
第二部分评述几种重要的现代信用风险度量模型。
In part two, it evaluates the modern credit risk measurement models.
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.
正是在这样的背景下,本文就我国上市公司信用风险度量进行相关研究。
With the above background, this paper decided to choose the credit risk measurement of China's listed companies as its research subject.
目前,西方发达国家的银行业己经采取了这种先进的内部信用风险度量模型。
At present, the banking has adopted such advanced internal credit risk measurement model in developed Western countries.
将单因素模型和蒙特卡罗模拟应用于我国商业银行组合信用风险度量的具体实践;
The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
我国信用风险度量技术还基本停留在资产负债管理及财务比率分析的定性管理阶段。
In our country, the technology of credit risk measuring still keeps qualitative analysis stage, that is, the debt-to-asset management and financial ratio analysis.
运用期权模型对信用风险进行度量,是国外信用风险度量模型中最早和最多采用的方法。
The utilization of option model to measure credit risks is the earliest and most widely used method in the world.
第二章对国际上主流的四类信用风险度量模型进行了介绍,并分析各个模型各自的优缺点。
The second chapter introduces four categories of international mainstream credit risk measurement models, and analyses four models' advantages and disadvantages.
本文首先阐述了信用风险的概念、特点、成因及其相关理论,并进一步揭示出信用风险度量的内涵。
Firstly, this paper describe the concept of credit risk, characteristics, cause and related theories, and further reveal the content of credit risk measurement.
近20年,随着越来越多的信用风险度量模型的建立和应用,信用风险管理也开始向工程化阶段过渡。
During the past 20 years, with more and more credit risk measurement models were applied, the management of credit risk has begun its transition to Engineering credit risk management.
接下来结合苏州农业银行信用资产特征和信用风险管理现状,分析了引入先进信用风险度量方法的必要性。
Related to character of credit assets and actuality of credit risk management, it finds necessity in introducing more advanced risk measurement method in Agricultural Bank of China Suzhou Branch.
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。
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.
随着研究力度的加大和投入的不断增多,新的模型和方法不断涌现,新的信用风险度量手段也不断付诸实践。
When much research effort was paid and much fund was invested into the research of the credit risk, many new models and methods have been developed and put into practice.
随着研究力度的加大和投入的不断增多,新的模型和方法不断涌现,新的信用风险度量手段也不断付诸实践。
When much research effort was paid and much fund was invested into the research of credit risk, many new models and methods have been developed and put into practice.
其次,介绍了传统的信用风险度量方法和现代度量模型,就其各自的特点、应用范围以及优缺点等作出了评价。
Secondly, it introduces the traditional measurement methods and modern models, and evaluates its own characteristics, using scope and advantages and disadvantages.
该体系主要包括信用风险评估、信用风险度量、信用风险定价、信用风险控制和信用风险文化五个子系统组成。
The system includes credit risk evaluation, credit risk measurement, credit risk pricing, credit risk control and credit risk culture.
我国银行业信用风险度量基本上还处在传统的信用评级初级阶段,大多是以定性分析为主,缺乏定量分析信用风险。
Nowadays our Banks' risk measurement is still at primary stage of traditional credit rating. Most of the credit-rating are based on qualitative analysis and lack of quantitative analysis.
本文研究的主旨在于通过分析和比较现代信用风险度量模型,试图找出适合我国实际的信用风险模型,以提高我国银行业的竞争力。
The purpose of my thesis is to find out the suitable credit risk measurement model in our country, which can improve the credit risk management level of our banks.
因此,以IRB思想为指引研究商业银行的信用风险度量问题,对于控制中资商业银行不良贷款的增长,提升其核心竞争力具有现实的意义。
Therefore, the research on credit risk measurement based on IRB is practically significant for Chinese commercial banks to control their increasing bad loan and enhance the core competitive capacity.
如何有效地度量和管理信用风险一直是学者和实践者们广泛关注的问题。
And how to measure and manage credit risk arouses great concern from scholars and practitioners in this field.
因此,对银行的信用风险的精确度量是一个重要的课题。
Therefore, to the bank credit risks ' precision measure is an important topic.
因此对于组合信用风险的度量,使用重要抽样方法要优于简单蒙特卡罗方法。
Considering the portfolios credit risk measurement, the use of importance sampling method is superior to crude Monte Carlo method.
因此对于组合信用风险的度量,使用重要抽样方法要优于简单蒙特卡罗方法。
Considering the portfolios credit risk measurement, the use of importance sampling method is superior to crude Monte Carlo method.
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