The goal of credit risk management is to maximise a bank's risk-adjusted rate of return by maintaining credit risk exposure within acceptable parameters.
对信用风险管理的目标是尽量维持在可接受的参数信贷风险,银行的风险调整回报率。
The conventional methods of managing credit risk, such as diversification, bank loan sales, and asset securitisation, offer only a partial solution to controlling credit risk exposure.
传统的信用风险管理办法,例如分散化,银行贷款出售和资产证券化,只提供了控制信用风险暴露的部分办法。
This expansion of credit, he goes on, has been accompanied by a distribution of risk that exposed to ruin millions of people who were unaware of their exposure.
他继续说,信贷扩张伴随着风险的分配,千百万人遭遇风险,但他们根本不知道自己可能面临的灭顶之灾。
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...
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。
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