信用风险

综上所述，我们选择了Logistic回归模型作为我们评价上市公司信用风险的理论模型。

We have chosen Logistic regression model as the theory models of credit risks prediction of listed company .

用混合软计算方法建立商业银行的信用风险评估系统。分别采用BP算法和遗传算法建立模型，并将二者结合，形成混合软计算方法。

A commercial bank 's credit risks estimating model based on the techniques of hybrid soft computing , in which there are back propagation algorithms and genetic algorithms is established .

如果银行已经认为你有信用风险，那么抵押贷款就是你唯一的选择了。

If you are already considered a credit risk by a bank , a secured loan might be your only alternative .

VaR模型能度量各种市场风险，甚至是信用风险。

The VaR model can measure various kinds of market risks even credit risk .

本文基于Logistic回归分析建立起个人信用风险评价模型，提供了一种有效的信用审核风险评价方法，在对美国的经验借鉴与实证基础上，提出合理与具有针对性的建议。

The paper builds a Logistic regression model to provide an efficient method of credit risk assessment audits .

此外，还介绍了信用风险VaR的计量。

In addition , the paper introduces the computation of value at risk on credit risk .

基于D-S证据融合的商业信用风险评价

Custom Credit Assessment Based on D-S Evidential Reasoning

并用VAR方法检验了在该条件下信用风险的迁移。

And then we make an examination to the risk transition under this effective qualification by using the VAR approach .

CreditMetrics作为计算资产组合信用风险的模型，是一个联系信用和证券市场的简单、动态的架构。

Credit Metrics , a model of credit risk calculation , is a simple and dynamic frame , which connects the credit market with bond market .

其中，信用风险的存在使很多消费者对C2C电子商务望而却步。

The existence of credit risk discouraged many consumers .

本文选用Logistic实证模型建立供应链金融信用风险的评价模型，这将对于银行在控制供应链金融的信用风险上有较大的帮助。

This paper chooses Logistic empirical model building supply chain finance credit risk evaluation model , which will for banks in control supply chain finance credit risks have great help .

在此基础上，通过上市公司样本的精心选择，利用KMV模型和LOGISTIC模型方法，就我国上市公司信用风险的度量进行实证的研究。

Then the author chose samples from listed companies , and adopted an empirical approach by using the KMV model and LOGISTIC model .

首先，本文的第一部分对已有的信用风险评价模型及相应的实证分析进行了综述，并在比较几类模型的优缺点以及结合我国实际情况的基础上选择Logistic回归模型。

In chapter one , we analyzed the existing credit risk model and corresponding positive research , and choose Logistic regression model on the basis of comparing the several kinds of models .

信用风险的内部评级法（IRB）是巴塞尔新资本协议的核心内容。

Internal Rating-Based Approach ( IRB ) is the core content of the New Basel Capital Accord .

项目的风险管理是BOT项目成功的关键所在，而信用风险更是BOT项目与其他项目相比尤为重要的因素之一。

In this item , risk management is the one of the crucial acts , and credit risk is most important in these acts compared to other items .

提出了信用风险的承担者主要有投资者、SPV和发起人银行的观点，并且根据证券类型分析了其承担的风险大小。第三部分主要针对银行信贷资产证券化中资产的信用风险进行论述。

It advances the point of view that there are three kinds of credit risk undertakers in the bank 's asset securitization .

首先说明了EIA定价中考虑信用风险的必要性，接着介绍了传统的信用风险评估方法和现代的信用风险度量方法；

In this chapter , we explain the necessary of considering credit factor when pricing the EIA , then we introduce some traditional and modern credit measurement models .

自Merton（1974）提出结构化定价模型以来，数以千计的理论与实证文献集中于信用风险度量这一课题。

Following Merton ( 1974 ) structure pricing model , thousands of theoretic and empirical literatures have been exploring how to measure default risk .

本文第二章总结和评估VaR技术在测度包含期权等凸性资产组合市场风险所需经济资本方面的优势，并通过分析财险公司的信用风险类型，提出再保险业务信用风险测度模型。

Chapter 2 discusses the advantages of using VaR to measure risks inherited in convex portfolios with options , then introduces reinsurance business credit risk model though analyzing the different types of risks in P & C insurance companies .

最后在没有考虑信用风险的转债定价模型与风险债券定价模型基础上推导出具有信用风险（非恶意和恶意违约风险）的转债定价模型的PDE及其约束，边界条件。

Finally , to develop PDE and constraints of convertible bond pricing model with credit risk on the basis of convertible bond pricing model without credit risk and a risk bond pricing model .

针对信用风险度量的方法包括基于财务比率的风险测量方法和基于波动性的风险测量方法，与之相关的风险度量概念有信用评级、Z分数、转换矩阵、违约频率。

And in light of credit risk , there are accounting-based ratio measurement method and volatility - based measurement method , as well as the related concepts , such as Credit Rating , Z-score , Transition Matrix , Expected Default Frequency .

现代信用风险度量模型中的KMV模型适合于我国的评级国情，能够测算出财务信息所透露的信用风险值。

Modern credit risk metric model suitable for our country the KMV model which puts the rating situation , can work out financial information revealed by credit risk value .

以证券市场信息为基础的KMV模型，基本可以准确测度和反映样本上市公司信用风险质量的变化，在我国有较好的适用性。

The KMV model based on the information from stock market can accurately measure and reflect the credit risk changes of listed companies ; hence , it owns strong applicability in China .

本文将JPMORGAN信用风险计量法引入我国商业银行信用风险的研究，通过样本分析对商业银行信用风险的VaR进行测算，进而对银行的信用风险状况和资本要求进行评估。

The paper introduces Credit Metric of JP Morgan to the research of credit risk of commercial banks , calculates the credit risk VaR of commercial banks of our country by stylebook analysis and evaluates the credit risk and capital requirement of them .

结合委员会成员投票熵和相对熵，改进了基于委员会选择算法（QBC）的主动学习，并应用基于该算法的主动贝叶斯网络对电信客户信用风险分类进行建模。

This paper modifies the query-by-committee ( QBC ) method of active learning by combining vote entropy and kullback-leibler divergence for learning TAN classifier to model telecom clients ' credit classification .

信用风险度量是信用风险管理全程中最为关键的环节，而巴塞尔新资本协议提出的内部评级法（IRB）是国际银行业在信用风险度量方面先进经验的总结。

Credit risk measurement is the critical stage in the whole course of credit risk management . IRB , which was proposed in the new Basel capital accord , is an international summarization of advanced experience in credit risk measurement .

借助KMV模型求解预期违约距离的框架，并通过构造混合期限结构下增长因子的连续期望收益函数，系统建立了连续融资下多风险驱动因素与信用风险之间的结构性的规范关系。

By means of a continual profit function under expected return rate and mixed time structure , the normative ( relationships ) between multi driving factors and default risk are systematically built with considering continually financing ( in the ) framework of KMV model 's solving expected default distance .

本文在介绍了现代信用风险的工程化度量趋势和技术的基础上，针对我国金融机构的现状，研究了在巴塞尔协议的IRB框架下实施信用风险工程化度量的对策。

After the introduction to the tendency and technology of engineering measurement in modern credit risk , this paper , according to the current status of China 's financial institutions , studies the measures to conduct en-gineering measurement of credit risk under IRB as per the New Basel Capital Accord .

个人信用风险计量：双边抗体人工免疫概率模型

Personal credit risk measurement : Bilateral antibody artificial immune probability model

引入信用风险的可转债定价模型及其实证研究

Binomial Tree Pricing Model of Convertible Bond and Its Empirical Research