信用组合

商业银行信用组合风险管理模型比较研究

A Comparative Research on the Model of Credit Portfolio Risk Management of Commercial Banks

信用组合风险模型的构建及其应用

Design and application of credit portfolio model

回收率随机的信用组合损失的极限分布

The Limit Distribution of Credit Portfolios ' Loss When Recovery Rate Is Random

神经网络在个人信用组合预测中的应用

Comparison of Different Neural Network Used in Combining Forecasts of Personal Credit Scoring

同时引进边际风险的概念，将边际风险贡献与信用组合风险管理进行了有机的结合。

Meanwhile , the paper introduces the conception of marginal risk and combines marginal risk contribution with credit portfolio risk management .

通过对单一模型的比较分析及结合我国实际情况，本文进一步构建了以层次分析法和Logistic回归为基础的个人信用评估组合模型。

By combining with the actual situation in our country , this paper further built a combined model which based on the analytic hierarchy process method and the logistic regression model .

信用资产组合一致性风险价值模型及其实证研究

Empirical Research on Cohesive Value at Risk Model in Credit Portfolio Measurement

商业银行个人信用评估组合预测方法研究

Study on Combining Forecast Methods for Personal Credit Evaluation in Commercial Banks

基于指标优化的个人信用评估组合模型研究

Study on Combining Forecast Method for Personal Credit Scoring Based on Optimized Indexes

信用的组合与分离：商业承兑汇票发展的逻辑

On the Development of Commercial Acceptance Bill

拖欠比率可预早反映信用卡组合的质素。

The delinquency ratio provides an early indication of the quality of the credit card portfolio .

上述比率上升，主要因为个人破产个案急升，令信用卡组合的质素恶化。

The worsening of these figures reflects a deterioration in the quality of credit card portfolios , relating in particular to the sharp rise in personal bankruptcies .

信用资产组合模型的分布计算是信用计量模型中一个非常重要的主题，对于这个问题一般常用的方法是进行蒙特卡罗随机模拟。

A new bilevel programming model-bilevel stochastic programming model is presented and the genetic algorithms based on Monte Carlo simulation to solve Bilevel stochastic programming problem is given .

虽然信用风险组合模型已经取得了重大进展。大型商业银行和具有巨额信用暴露的其他金融机构越来越多地依靠该模型指导信用风险管理。

As the models of portfolio credit risk have improved , many large scaled banks and other financial institutions which have substantive credit exposures use models to instruct them to manage credit risk .

商业银行信用风险组合管理的关键问题是组合信用风险相关性、传染性、集中性，这是当前信用风险组合模型研究热点和重点。

The key issues in credit risk management of commercial bank are default correlation , default contagion and default concentration of credit portfolio , which are the most popular and important research issues in credit risk modeling .

关于证券信用评级贷款组合中违约传染的机理研究

On the Default Contagion on Loan Portfolio

本文对国内外文献从信用评估和组合分类两方面进行梳理，分析了组合分类的可行性。

The review undertaken in this paper covers credit evaluation and combination classification , and analyze the viability of combination classification .

对交易对手违约先于参照资产第m次违约的信用违约互换组合合约进行了设计和相应的定价分析。

The contract of the basket credit default swaps has been designed in which counterparty default is prior to the m times default among the reference assets .

而曾经看起来正在提高的信贷质量，也要么正趋于稳定（乐观的可能性），要么（就各大银行信用卡投资组合的下降趋势看来）正在走低。

Credit quality , which had appeared to be improving , is either stabilising ( the optimistic case ) or , to go by signs of slippage in the credit-card portfolios of various banks , declining .

VaR模型作为一种定量分析工具，国外的研究已经把它应用于度量市场风险、流动性风险、信用风险以及投资组合风险等方面，并相应的构建了数学模型。

Being a tool of quantitative analysis , it can measure market risk , liquidity risk , credit risk and portfolio risk , and can also be applied to monitor the market risk .

个人信用评估的Logistic-RBF组合预测模型研究

Study on Logistic-RBF Combination Model of Personal Credit Scoring

笔者考察和研究了运用现代资产组合理论进行风险分散化贷款组合管理的KMV模型和以金融创新&信用衍生品进行对冲组合管理的理论和实践。

This article investigates and researches the KMV model which puts the Modern Portfolio Management Theory into credit portfolio management and the theory and practice in which the credit derivatives are used to hedge credit risk .

就算实现了这些交易，AIG的信用违约掉期投资组合依然存在大量风险，因为它仍持有为约3000亿美元公司贷款等其他类型资产支持证券的保险合约。

Even with this deal , AIG will still bear considerable risk under its CDS portfolio , because it continues to hold contracts that protect about $ 300 billion in securities backed by other types of assets , such as corporate loans .

基于信用风险迁移的组合收益与组合风险计量模型

A portfolio yield and portfolio risk measuring model based on the credit risk migration

这种估值基础的变动使得在信用违约掉期资产组合上的损失从10月份的10亿美元增至11月份时的近50亿美元。

A decision to change its valuation basis increased losses on the credit default swap portfolio from $ 1bn to almost $ 5bn for October and November .

作为违约率研究的拓展，论文探讨了违约率对市场收益率的影响，研究我国上市公司信用风险评级转移矩阵的特点，以及信用投资组合的构建。

As a extending of the study , the paper discusses the effects of probability of default upon stock return , the characteristics of credit rating transition matrix of China listed companies , the construction credit risk portfolio .

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 .