| 1. | On the influence of default recovery rate on the measurement of credit risk 赔付率对信用风险量化度量值的影响分析 |
| 2. | Credit metrics model and the credit risk quantization management in our country ' s commercial banks 信用度量制模型与商业银行信用风险量化度量管理 |
| 3. | Chapter one " the introduction of quantitative measurement of modern credit risk " 第一章信用风险量化概要。本章首先阐述了现代信用风险的基本概念。 |
| 4. | This can do good promotion to chinese banking system in the measurement of operational risk 这些对我国银行业关于操作风险量化的实际操作都有积极的促进作用。 |
| 5. | Chapter two " the modem credit risk quaniitative measurement models " . kmv model and creditmetrics model are the most two popular models in western countries Creditmetrics模型和kmv模型是目前两个在西方最为流行的信用风险量化度量模型。 |
| 6. | In this chapter , the author analyzes the possibility of carrying out these quantitative models in china and advances several detailed countermeasures to improve the bank ' s ability of measuring credit risk 本章重点探讨了西方现代信用风险量化计量模型在中资银行的可行性分析以及如何构建我国商业银行的风险量化体系。 |
| 7. | With introduction of current related efforts in china , it also puts forward several countermeasures to raise the level - of credit risk measurement according to the reality of china ' s finance 并对中资银行采用信用风险量化管理模型的可能性进行了分析。建议在条件成熟的时候,采用creditmetrics模型框架来度量商业银行的信用风险。 |
| 8. | All three of the above standards provide general fmea forms and documents , identify criteria for the quantification of risk associated with potential failures , and offer general guidelines on the mechanics of completing fmeas 以上三个标准提供一般性的fmea格式和文件,找出潜在性失效风险量化的关键因素,以及提供完成fmeas的技术性指导。 |
| 9. | Many reasons have given birth to the bad quality of credit capital inland , among which the greatest is the low lever of management on credit capital with absence of practical means in measuring the credit risk 国内各银行信贷资产低下的原因是多方因素造成的,其中一个很大的原因就是信用风险管理水平较低,没有切实可行的信用风险量化手段。 |
| 10. | In this chapter , the author first expounds the basic definition of modem credit risk and the deep reasons for the development of the quantitative model . then the author analyses the necessity of carrying out these models 在此基础上,分析了信用风险量化模型发展的原动力,以及我国借鉴信用风险计量模型的必要性;第二章信用风险计量模型分析。 |