1.
A Comparative Research on the Model of Credit Portfolio Risk Management of Commercial Banks
商业银行信用组合风险管理模型比较研究
2.
Multistate Tail Approximation for Portfolio Credit Risk;
投资组合信用风险的多状态尾部逼近
3.
Monte Carlo Simulation of Credit Risk VaR for Loan Portfolio;
贷款组合信用风险VaR的蒙特卡罗仿真
4.
A portfolio yield and portfolio risk measuring model based on the credit risk migration
基于信用风险迁移的组合收益与组合风险计量模型
5.
Study on the Measuring Credit Risk of Individual Consumption Loan Portfolio;
商业银行个人消费信贷组合信用风险度量
6.
Application of Combining Forecasts in Credit Risk Assessment in Banks … (5);
组合预测在商业银行信用风险评估中的应用
7.
Research on Optimization Model of Asset Portfolio Based on Credit Risk and Interest Rate Risk
基于信用风险和利率风险的资产组合优化模型研究
8.
Loan's Portfolio Optimization Model of CvaR Minimum Based on Credit Risk Transfer
基于信用风险迁移条件风险价值最小化的贷款组合优化模型
9.
A Portfolio Optimization Model of Banking Based on the Adjusted Credit Risk
基于信用风险修正的银行资产组合优化模型
10.
Study in Tail Saddlepoint Approximation of Portfolio Credit Risk;
投资组合信用风险的尾部鞍点逼近研究
11.
Credit Risk Portfolio s Modelling and the Research on Calculation of Marginal VaR;
信用风险组合模型及边际VaR计算方法研究
12.
Distinguish Measure Credit Risk of Commercial Bank and Optimize Loan Portfolio;
商业银行信用风险识别、度量及贷款组合优化
13.
Study of Management of Credit Risk Portfolio under New Capital Agreement;
新资本协议框架下的信用风险组合管理研究
14.
Coherent Measures of Credit Portfolio Risk under Multi-Factor Model;
多因素模型下的信用组合一致性风险度量
15.
A Monter Carlo optimize calculation of credit risk VaR for loan portfolio;
贷款组合信用风险VaR仿真计算的一种优化方法
16.
The Study of Economic Capital Measurement Approaches of Portfolio Credit Risk of Commercial Banks
商业银行组合信用风险经济资本测度方法研究
17.
Discussing Improves the Credit Risk Management of the Commercial Bank of Our Country with the Tolerance of Credit Risks that Credit Assets Make up;
谈以信用资产组合的信用风险度量改善我国商业银行的信用风险管理
18.
A Study of the Integration of the Credit Risk and the Market Risk Facing Banks;
银行业信用风险与市场风险整合研究