抵押是信用风险缓释的主要工具之一。
商业银行；保证组合；信用风险；传染与缓释。
Commercial Banks; Guaranty Portfolio; Credit Risk; Contagion and Mitigation.
存货抵押贷款中，信用风险主要来源于抵押物价格和流动性风险，信贷人确定适当的利率和贷款价值比能够有效缓释信用风险。
Determining certain interest rate and loan to value ratio (LTV) can make creditors mitigate credit risk, which comes from the price risk and liquidity risk of collateral in inventory pledge loan.
确定合适的质押存货贷款价值比率能够使银行有效地缓释存货质押融资业务的信用风险。
Determining appropriate loan-to-value ratios of commodity collateral can make Banks mitigate credit risk of inventory financing effectively.
本文主要研究保证组合传染与缓释行为对组合信用风险影响，特别是对组合预期损失与非预期损失影响。
This paper focuses on the portfolio mitigation and contagion effects incurred by guaranty relation, especially on the expected loss and unexpected loss in the portfolio.
本文主要研究保证组合传染与缓释行为对组合信用风险影响，特别是对组合预期损失与非预期损失影响。
This paper focuses on the portfolio mitigation and contagion effects incurred by guaranty relation, especially on the expected loss and unexpected loss in the portfolio.
应用推荐