1.
Research on the Application of CreditRisk+ Model in China s Commercial Banks;
我国商业银行聚合信用风险模型及其应用研究
2.
Aggregation Credit Risk Model of Retail Business of Commercial Banks
商业银行零售资产业务的聚合信用风险模型
3.
A Study on the Application of Credit Risk+ Model in China′s Commercial Banks
我国商业银行在聚合信用风险模型下的质押贷款风险度量探讨
4.
Calulation of Crdit Risk by Credit Risk+ Model
聚合风险模型下的质押贷款风险度量
5.
COLLECTIVE RISK MODEL BASED ON THE CONTAMINATED GAMMA DISTRIBUTION AND ITS APPLICATION IN RISK CLASSFICATION
基于污染Gamma分布的聚合风险模型及其在风险分类中的应用
6.
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
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.
Recursive Methods on Multiple Dependent Collective Risk Model;
多维相依风险下聚合模型的递归算法
10.
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
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.
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
13.
Listed Companies′ Credit Risk Evaluation Based on Integration Model;
基于混合两阶段模型的上市公司信用风险评价
14.
An Anatomy and Comprehensive Comparison Analysis of Current CreditRisk Measurement Models;
现代信用风险度量模型剖析与综合比较分析
15.
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
16.
Credit Risk Analysis under Jump-Diffusion Credit Risk Model
含跳扩散信用风险模型下的信用风险分析
17.
The Credit Risk Assessment of Commercial Bank Based on Credit Metrics Model;
基于CreditMetrics模型评估银行信贷的信用风险
18.
Study on Commercial Bank Credit Risk Assessing Model Based on Credit Risk Degree;
基于信用风险度的商业银行风险评估模型研究