第三种模型是Wiison提出的离散时间动态宏观模拟模型，典型模型为信贷组合（Credit Portfolio View）模型，这个方法是以历史宏观经济变量数据及平均违约率时间序列数据，对不同国家和行业板块构建的一个多因素模型。
基于28个网页-相关网页
受到信贷市场巨变冲击的美国银行已开始拒绝接受以对冲基金的次级信贷组合为抵押品而发放贷款。
US banks caught in the credit market upheaval have started refusing to lend money against hedge funds' subprime credit portfolios.
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.
这类通常也被称为“组合式信贷”的产品促进了流动性，部分原因就在于它们能够凭空创造出来。
Such products, known as “structured credit”, encourage liquidity, partly because they can be created out of thin air.
应用推荐