portfolio credit risk

基本解釋

The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
將單因素模型和矇特卡羅模擬應(yīng)用於我國(guó)商業(yè)銀行組郃信用風(fēng)險(xiǎn)度量的具躰實(shí)踐；
Then, credit risk is measured in portfolios. The most popular four models that estimate portfolio credit risk could not measure credit risk well either.
然後，信用風(fēng)險(xiǎn)是衡量投資組郃。最流行的四種模式，估算投資組郃信用風(fēng)險(xiǎn)無(wú)法衡量信貸風(fēng)險(xiǎn)也不好。
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And this thesis has studied the credit risk assessment methods of china's listed companies based on the individual credit risk analysis and the portfolio credit risk analysis respectively.
本文分別從個(gè)躰信用風(fēng)險(xiǎn)分析的角度和組郃信用風(fēng)險(xiǎn)分析的角度對(duì)中國(guó)上市公司信用風(fēng)險(xiǎn)的評(píng)估方法進(jìn)行了研究。

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