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  • 匿名
关注:1 2013-05-23 12:21

求翻译:该方法基于这样一些假设:贷款组合中任何单项贷款发生违约与否是随机的;每项贷款发生违约的可能性是独立的,因而这个方法假设贷款组合中单项贷款的违约概率分布服从Possion分布。信用风险附加模型的优点在于,它只要求有限的输入数据,基本上只有贷款组合中各组的贷款违约率、违约率波动率和风险暴露,因此贷款损失很容易计算。是什么意思?

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该方法基于这样一些假设:贷款组合中任何单项贷款发生违约与否是随机的;每项贷款发生违约的可能性是独立的,因而这个方法假设贷款组合中单项贷款的违约概率分布服从Possion分布。信用风险附加模型的优点在于,它只要求有限的输入数据,基本上只有贷款组合中各组的贷款违约率、违约率波动率和风险暴露,因此贷款损失很容易计算。
问题补充:

  • 匿名
2013-05-23 12:21:38
The method is based on some assumptions: that the loan portfolio in any single loan default occurs or not is random; the likelihood of default of each loan is independent, and thus this method assumes that the individual loans in the loan portfolio default probability distribution the obedience poss
  • 匿名
2013-05-23 12:23:18
This method is based on some assumptions: Any individual loan portfolio Loans in default has occurred or not is random; each loan default has occurred is the possibility of independence, and that loans in the portfolio approach assumes that the individual default loan Possion probability distributio
  • 匿名
2013-05-23 12:24:58
This method based on like this some suppositions: In the loan combination any single item loan has the violation or not is stochastic; Each loan has the violation possibility is independent, thus in this method supposition loan combination the single item loan violation probability distribution obey
  • 匿名
2013-05-23 12:26:38
The method is based on some assumptions: loan portfolio in any single loan default occurs or not is random; every possibility of loan default is independent, so this method assumes that the loan portfolio of individual loans in default probability distributions subject to Possion distribution. Advan
  • 匿名
2013-05-23 12:28:18
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