...对最古老的信用风险,技术包括各种层次的内部客户评级和债项评级(Credit Rating),对预期损失EL计量和信用风险值(Credit VaR)的计算。还包括更高层次的组合管理技术、相关性技术、风险迁移技术等等。
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Visualize the distribution of Credit Losses and the VaR without incurring into model or estimation errors.
将信贷损失和风险价值的分布形象化,而无需使用模型或产生估计错误。
Or commutated the dangerous value deferring the VAR method, the credit risk question of the import and export enterprise in our country also must be much more serious than the above estimate.
或者按照VAR方法计算在险价值的话,我国进出口企业的信用风险问题比上述估计还要严重得多。
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