By comparing two typical statistics methods of default rate, the article found a serious error in the statistics method that will impact on the precision of credit risk measurement.
对两种典型的坏帐率统计方法进行比较,发现传统的统计方法存在很大的误差,从而影响信用风险的测定精度。
In this part, I follow the basic thought of risk management, and make a detailed introduction for the technology and method in the interest rate management.
循着利率风险识别、衡量、控制的思路,对风险管理过程中采取的技术、方法进行了详细介绍。
Accounting for the influence, explores a stochastic immunization method and financial engineering approaches based on hedging, which are two kinds of interest rate risk management strategies.
针对嵌入期权的影响,探讨了随机免疫方法和基于套期保值策略的金融工程手段这两种公司债券利率风险管理策略。
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