这个计量方法可独有地应用于增量风险资本范围外的头寸,所以不会取代增量风险资本模型,而只是作为补充。
This measure does not replace IRC but is complementary as it exclusively applies to positions outside the IRC scope.
鉴于韩国和欧洲最近先后发生的一系列负面事件,本文主要讨论主权风险。主权风险是CT Capital公司的权益资本成本模型的一个重要组成部分。
Given recent events in Korea and Europe, this article discusses sovereign risk, an important component of CT capital's cost of equity capital model.
新巴塞尔资本协议将信用风险作为重中之重,鼓励商业银行建立以工程化的内部评级模型。
In the New Basel Capital Accord credit risk has been listed the first important item, encouraging commercial Banks to build an engineering IRB model.
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