当前位置:首页 » 翻译 
  • 匿名
关注:1 2013-05-23 12:21

求翻译:JP Morgan(1997)银行开发了信用度量制(Credit Metrics TM)系统,该系统解决了诸如贷款和私募等非交易性资产的估值和风险计算。该方法基于借款人的信用评级、信用转移矩阵、违约贷款的回收率、债券市场上的信用风险价差计算出贷款的市场价值及其波动性,推断个别贷款或组合的VaR,从而对贷款和非交易资产进行估价和信用风险评价。是什么意思?

待解决 悬赏分:1 - 离问题结束还有
JP Morgan(1997)银行开发了信用度量制(Credit Metrics TM)系统,该系统解决了诸如贷款和私募等非交易性资产的估值和风险计算。该方法基于借款人的信用评级、信用转移矩阵、违约贷款的回收率、债券市场上的信用风险价差计算出贷款的市场价值及其波动性,推断个别贷款或组合的VaR,从而对贷款和非交易资产进行估价和信用风险评价。
问题补充:

  • 匿名
2013-05-23 12:21:38
jp morgan nor to (1997) Bank has developed a Credit Metrics (credit metrics, tm) system, the system solutions such as loans and private non-trading asset valuation and risk calculation. The method is based on the borrower's credit rating, credit transfer matrix, the recovery rate of defaulted loans,
  • 匿名
2013-05-23 12:23:18
JP Morgan (1997) developed a bank credit metrics (Credit Metrics TM) system, the system solution such as private equity loans and non-trading assets, such as the valuation and risk calculation. This method is based on the borrower's credit rating, credit transfer matrix, breach of loan rates, the bo
  • 匿名
2013-05-23 12:24:58
The JP Morgan(1997) bank has developed the credit measurement (Credit Metrics TM) the system, this system has solved such as the loan and private solicits and so on the non-transaction property the estimate value and the risk computation.This method based on borrower's credit rating, the credit tran
  • 匿名
2013-05-23 12:26:38
JP Morgan (1997) developed a credit system of measurement (Credit Metrics TM) system, the system of non-traded assets such as loans and private equity valuations and risk calculation. Method based on the borrower's credit rating, credit recovery rate of transfer matrices, defaulted loans, credit ris
  • 匿名
2013-05-23 12:28:18
正在翻译,请等待...
 
 
网站首页

湖北省互联网违法和不良信息举报平台 | 网上有害信息举报专区 | 电信诈骗举报专区 | 涉历史虚无主义有害信息举报专区 | 涉企侵权举报专区

 
关 闭