...组合风险模型的构建及其应用 关键词] 信用组合风险; 信用组合风险模型; 边际风险 [gap=5640]Key words: credit po rtfo lio risk; credit po rtfo lio risk models;m arginal risk 摘自：西北农林科技大学学报(自然科学版) ..
基于12个网页-相关网页
为了使当前流行的各种信用风险模型具有更高的相容性，在系统风险因素和非系统风险因素区别的基础上，建立了一个简单的信用组合风险模型。
In order to make popular credit risk models more compatibility, we expect to set up a general credit portfolio modeling, which is a basis of system risk factors and non-system risk factors.
信用风险部门则把它们当成市场风险，因为它们都是银行所持金融工具组合的组分。
Credit-risk departments thought of them as market risk, because they sat in the trading book.
我们相信，与Piraeus自己的信贷产品的资产组合相比，合并的实体的贷款登记簿中所蕴藏的信用风险更大，会抹煞掉这些好处。
We believe that these benefits would be offset by the higher credit risk that would be embedded in the consolidated entity's loan book compared with Piraeus' own credit portfolio.
应用推荐