Along this master line and combining the domestic and foreign research results, the author has constructed the credit industry portfolio model, and proposed the measures of industry risk management.
作者就是沿着这条主线出发，结合国内外的研究成果，构建了信贷行业组合管理的模型，运用模型的结论提出了行业风险管理的若干措施。
The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
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；
There is currently no widely-accepted model of the credit risk for loan portfolio.
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。
The second chapter structures the optimal model of asset portfolio to control both credit and interest rate risks.
第三章建立了基于非线性区间函数风险控制的资产负债组合优化模型。
The second chapter structures the optimal model of asset portfolio to control both credit and interest rate risks.
第三章建立了基于非线性区间函数风险控制的资产负债组合优化模型。
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