信用风险组合模型
信用风险组合模型-
虽然信用风险组合模型已经取得了重大进展。大型商业银行和具有巨额信用暴露的其他金融机构越来越多地依靠该模型指导信用风险管理。
As the models of portfolio credit risk have improved , many large scaled banks and other financial institutions which have substantive credit exposures use models to instruct them to manage credit risk .
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商业银行信用风险组合管理的关键问题是组合信用风险相关性、传染性、集中性，这是当前信用风险组合模型研究热点和重点。
The key issues in credit risk management of commercial bank are default correlation , default contagion and default concentration of credit portfolio , which are the most popular and important research issues in credit risk modeling .