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  • 匿名
关注:1 2013-05-23 12:21

求翻译:信用度量制模型的优点在于其第一次将信用等级转移、违约率、违约回收率、违约相关性纳入了一个统一的框架来度量信用风险。该模型适用于商业信用、债券、贷款、贷款承诺、信用证、以及市场工具(互换、远期等)等信贷资产组合的风险计量。是什么意思?

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信用度量制模型的优点在于其第一次将信用等级转移、违约率、违约回收率、违约相关性纳入了一个统一的框架来度量信用风险。该模型适用于商业信用、债券、贷款、贷款承诺、信用证、以及市场工具(互换、远期等)等信贷资产组合的风险计量。
问题补充:

  • 匿名
2013-05-23 12:21:38
Credit metrics system model of the advantages of credit rating for the first time in its transfer, defaults, breach of contract recoveries, default correlation into a unified framework to measure credit risk. The model is applicable to commercial credit, bonds, loans, loan commitments, letters of cr
  • 匿名
2013-05-23 12:23:18
Credit metrics the benefits of the model is that it will be the first time transfer credit rating and a default rate, breach, default rates of associated into a unified framework to measure credit risk. This model applies to commercial credit, debt, loans, credit, and loan commitments, as well as ma
  • 匿名
2013-05-23 12:24:58
The credit measurement model merit lay in its first time the credit rank shift, the violation rate, the violation returns-ratio, the violation relevance integrates a unified frame to measure the credit risk.This model is suitable for the commercial credit, the bond, the loan, the loan pledge, the le
  • 匿名
2013-05-23 12:26:38
Credit metrics model's advantages lies in its first credit rating transition and default rate, default rate and default correlation into a coherent framework to measure credit risk. The model applies to commercial credit, bonds, loans, loan commitments, letters of credit, and marketing tools (such a
  • 匿名
2013-05-23 12:28:18
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