信用资产

第一，将非参数检验方法中的Chi图与Copula模型相结合，比较了各种信用资产的相关关系的变化。

The major achievements are summarized as follows : First of all , the thesis combines the Chi Graph , one of non-parametric test methods , with Copula model to study the correlative changes among various credit assets .

相同规模的资本系适用的Copula函数较为集中，较小规模资本系的信用资产的尖峰厚尾性较明显，较大规模资本系的违约相依结构的对称性明显增加。

The Copula functions applied in capital groups with same scales are relatively concentrated . The credit assets in smaller capital groups have obvious peak and fat tail , but the dependency structure tends to symmetry increasingly in large-scale capital groups .

第四章主要是介绍企业信用资产管理的内容。

Chapter four is about the content of enterprise credit asset management .

信用资产组合一致性风险价值模型及其实证研究

Empirical Research on Cohesive Value at Risk Model in Credit Portfolio Measurement

第一章是企业信用资产管理的一般理论。

Chapter one is about the theory of enterprise credit assets management .

本文认为企业信用资产可以采用间接的方法加以计量。

This paper think that credit asset can be measured by indirect methods .

个人信用资产评估与保险介入

The Rating of Personal Credit Assets and Insurance Insertion

企业信用资产有利于企业的经营；

Credit asset is good for enterprise management .

利用定量方法对个人信用资产指标体系进行研究。

The index system of personal credit assets is investigated by means of fixed quantity methods .

企业信用资产管理研究

Enterprise Credit Asset Management

间接计量的方法有两种方法，第一种方法是采用以未来超额收益的资本化价值作为企业信用资产的计量价值。

There are two indirect methods . The first method is to use the capitalized value of the excess income .

近年来，许多养老基金投资于复杂的信用资产，而这些资产可能蒙受损失。

In recent years , many pension funds have invested in complex credit assets , and those could suffer losses .

借款人违约将直接导致商业银行产生不良贷款，造成信用资产损失，并侵蚀银行的资本金。

Once the debit side break the loan contract that the commercial will bring bad assets , lead to loss and erode the capital of bank .

企业信用资产管理的具体内容就是在加强现金预算管理的前提下，加强企业对商业信用的管理，加强企业对银行贷款的管理，加强企业对资本性借款的管理。

The concrete content of enterprise credit asset management is that after cash budget management , strengthen management of commercial credit , loan , and capital credit .

作为一种实物资产，黄金的价格虽然有升有降，但其具有其他任何信用资产都无法比拟的优越性。

Although the gold price rises and falls as a type of physical assets , it still has clear superiority that is incomparable by any other credit assets .

信用资产组合模型的分布计算是信用计量模型中一个非常重要的主题，对于这个问题一般常用的方法是进行蒙特卡罗随机模拟。

A new bilevel programming model-bilevel stochastic programming model is presented and the genetic algorithms based on Monte Carlo simulation to solve Bilevel stochastic programming problem is given .

第四部分（第5章），根据信用资产特征，在对无形资产评估基本方法进行比较、分析基础上，选择了信用资产评估方法。

The forth part ( Chapter 5 ) compares the routine methods to evaluate immaterial asset , and find out the right way to evaluate credit value according to it 's character .

本文尝试在对企业信用资产进行价值评估基础上，研究信用等级划分并进行企业信用等级评价，具有一定的理论意义和现实价值。

Now we give out a new method to grade the company 's credit level based on it 's credit asset value , it is an innovation in theory and practice as well .

信用资产的损失不服从正态分布，呈现出尖峰、偏斜特性，担保授信状态下发生尾部极端事件的潜在损失较小。

The credit assets losses do not obey the normal distribution , presenting a peak and deflection . In the condition of guarantee loan , the potential loss of extreme value event is small .

企业信用资产管理的目标是通过企业信用资产的管理为企业积累更多的信用资产，使企业以更低的成本，更方便的筹集到所需资金，同时利于企业更好的经营。

The aim of enterprise credit management is that through enterprise credit management accumulate more credit asset for the enterprise , use lower cost raise the money they need , and be good to enterprise management .

本文以企业信用资产为研究对象，坚持定量与定性分析相结合、实用性、可操作性原则，对企业信用价值评估及企业信用评级的理论、方法进行了深入的探讨。

This paper deals with how to evaluate credit asset value , and how to grade company credit level , with the principles of operable , practicable and the combination of quantitative analysis and qualitative analysis .

第二种方法是采用差额法来计算企业的信用资产价值，即以企业的整体价值与企业可辨认净资产公允价值的差额，来作为企业信用资产的计量价值。

The second is using balance method to calculate the value of enterprise credit asset , that is to use the difference between the total value of the enterprise and the fair value of the net asset .

农村信用社资产质量差；

The Rural Credit Cooperatives ' assets are poor ;

从资本信用到资产信用

From the Capital Credit to the Assets Credit

信用社资产规模逐年扩大，农业贷款逐年增加，农信社的各项财务指标均呈现好转程度。

Each year , asset size of credit cooperatives expanded and agricultural loans increased , every financial indicator of Rural Credit Cooperatives are showing improvement in posture .

将注册资本信用和资产信用统一在广义的资本信用概念中，并以之为指导建立债权人利益保护需要的资本信用体制模式；

Integrate Registered capital credit and Property credit into the generalized concept of Capital credit , and take it as an instruction to establish Capital credit system model to protect creditors ' benefit ;

资产证券化的最大优点就是沟通了直接融资和间接融资，实现了整体信用向资产信用的转化，成为一种独立的信用制度。

The biggest advantage of asset securitization is a direct connection between financing and indirect financing , as a whole credit to the conversion of assets credit and become an independent credit system .

此外，随着发展中国家的债务危机、房地产贷款的恶化以及垃圾债券等高信用风险资产的出现，传统信用风险管理工具开始受到人们的质疑。

In addition , with the appearance of bond risk and real estate loan risk and rubbish bond and something like this in developing countries , people begin to doubt the traditional credit risk management instruments .

本文指出，卡普拉函数及尾部相关系数能够准确地描述信用风险资产的尾部特征，可以较好地解决信用风险估算的偏差问题。4、深入研究了内部评级系统的设置及其对商业银行资本的影响。

And points out that the way of copula function and tail dependence coefficient can solve this problem , by which can exactly depict the tail characteristic of the credit risk.4.Deeply researches the setting of the IRB approach , and Analyzes the effects to the commercial bank .

第二部分为本课题研究对象Z县农村信用社信贷资产质量状况及评价。

Part 2 is the status and evaluation of the credit asset quality of the research object & " Z county Rural Credit Union " .