本文介绍贷款组合损失的计算方法。
This paper introduces the measure of computing the loan portfolio loss.
第二章分析了贷款组合与优化决策的理论基础。
The second chapter analyzes the theoretical ground of the loan portfolio and its optimization.
违约依赖性越高，贷款组合的潜在风险损失越大。
The higher the dependency of default, the the greater the potential risk of loan portfolio loss.
审慎规则和金融监管松懈，未能制止银行贷款组合质量的急遽恶化。
Lax prudential rules and financial oversight failed to address a sharp deterioration in the quality of Banks' loan portfolios.
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.
不同的贷款组合也会如此：少贷款给房产商，多贷款给小企业。
So would a different mix of lending: less to finance home ownership, and more for small businesses.
尽管有过去两年基础设施的沉重贷款，银行的贷款组合将转移。
And notwithstanding the heavy infrastructure lending of the past two years, the mix of the Banks' lending will shift.
目前为止没有广泛接受的用于评估贷款组合的信用风险模型。
There is currently no widely-accepted model of the credit risk for loan portfolio.
最近的一个例子是我们在中国启动了管理联合贷款组合计划。
One recent example was our launch of the Managed Co-lending Portfolio Program in China.
通过有效边界上的最优组合有效地控制和调整贷款组合的违约风险。
Optimal portfolio of efficient frontier controls and adjusts default risk of loan portfolio effectively.
摩根大通回应道，贷款组合的一个变化是上述比例下降的部分原因。
J. P. Morgan responds that a change in its loan mix is partly behind the reduction in this ratio.
摩根大通回应道，贷款组合的一个变化是上述比例下降的部分原因。
Morgan responds that a change in its loan mix is partly behind the reduction in this ratio.
对从事贷款组合业务日常管理的有经验的员工来说，这门课程特别实用。
The course will be particularly useful for experienced staff with day-to-day administrative responsibility for loan portfolios.
人谁已经与杰米·戴蒙，老板摩根大通，谈论他的钦佩熟悉具体的贷款组合。
People who have worked with Jamie Dimon, the boss of JPMorgan Chase, talk admiringly of his familiarity with specific loan portfolios.
本文在分析国内外现有研究的基础上建立了基于风险分析的贷款组合优化决策。
This paper set up the decision-making model of loan' s portfolio optimization based on the analysis of risk base on the domestic and overseas research.
然后欧洲央行指导银行如何维持信贷额度和贷款组合，而同时自己密切注意自己帐户的风险。
Europe's central bank would then instruct the banks to maintain credit lines and loan portfolios while closely monitoring risks in their own accounts.
按揭证券公司奉行审慎的购买准则，确保按揭贷款组合的资产质素达到最高水平。
The HKMC operates prudent purchasing criteria, with the aim of ensuring that its portfolio remains of the highest asset quality.
周三，潘伟迪提醒读者们，花旗集团抵押贷款组合的规模在美国各大银行中处于末流。
On Wednesday, Pandit reminded the audience that Citigroup has among the smallest mortgage portfolios of any major U.S. bank.
卖得掉的话，他们多数都在忙着卖掉现有的贷款组合，并且通过削减新贷来缩小他们贷款组合的规模。
Most of them are still busy selling existing loan portfolios, if they can, and reducing the size of their loan portfolios by cutting back on new lending.
第二步：通过随机抽取500笔贷款模拟一种银行贷款组合，重复多次(20,000)。
Step 2: Simulate a bank portfolio by drawing randomly 500 loans for many (20,000) times.
但是，由于借款人贷款组合违约情况(信用风险)增高，所借款项的重要性便今非昔比了。
However, the importance of the money lent will be lost because borrower default (credit risk) from a portfolio of loans has increased.
一些大型投资银行和私人股本集团已调拨数百亿美元资金，专门用于收购并重组这些贷款组合。
Large investment Banks and private equity groups have set aside tens of billions of dollars specifically to buy up and restructure the loan portfolios.
银行通常不需要对旗下许多资产进行标价，尤其是旗下贷款组合中的大部分，即使市场已经崩溃。
Banks typically don't have to put a market price on many of their assets, typically big portions of their loan portfolios, even if the market has tanked.
然后从计算方法上，将该贷款组合优化问题归结为一类有上下限的非连续、多峰的特殊背包问题。
Then, analyzed from calculation methods, this model is a type of Knapsack Problem with restrictions between lower-limit and upper-limit, which is a discontinuous and multi-maximum complicated problem.
如果是这样的话，银行贷款组合的实际价值就远远低于其设定价值，而应对潜在损失的准备金也不够。
If so, their loan portfolios are worth far less than the stated values, and reserves taken against possible losses are inadequate.
中国银行的股票下跌，今年和交易，在价格与帐面价值的比率，假设这些机构将蒙受其贷款组合的重大损失。
The stocks of Chinese Banks fell this year and were trading at price-to-book ratios that assumed these institutions would suffer substantial losses on their loan portfolios.
中国银行的股票下跌，今年和交易，在价格与帐面价值的比率，假设这些机构将蒙受其贷款组合的重大损失。
The stocks of Chinese Banks fell this year and were trading at price-to-book ratios that assumed these institutions would suffer substantial losses on their loan portfolios.
应用推荐