零售贷款

然后，在违约率可变的条件下，采用CreditRisk+模型的快速傅立叶变换（FFT）算法计算出零售贷款组合整体的损失分布和经济资本。

Secondly , using the Fast Fourier Transform algorithm ( FFT ) of CreditRisk + model to calculate the loss distributions and economic capital of retail loan portfolio in the situation of the varying PD .

基于生存分析方法的零售贷款违约模型研究

The Retail Loan Default Model Research Based on Survival Analysis Method

本文回顾了生存分析方法的基本理论，并基于Cox模型，结合零售贷款的运行规律和违约因素影响违约行为的特点，提出零售贷款非线性时变违约模型。

Recalling the basic theoretical knowledge of survival analysis and in view of the operation rules of retail loans and the characteristics of default factors affecting default Behavior , we put forward non-linear proportional default model with time-dependent variables .

瑞杰银行负责零售贷款的执行副总裁比尔•盖斯（BillGeis）警告说，借款者应该记住，他们偿还贷款时必须支付利息——如果证券的价值下跌，他们可能最终不得不卖掉部分证券来还贷。

Borrowers should remember they must pay back the loan with interest ─ and might end up having to sell of a portion of their securities to do so if the value of the securities declines , warns Bill Geis , executive vice president of retail lending at Raymond James Bank .

我国投融资体制改革给银行零售贷款带来的机遇

Opportunity of Retail Credit Banking Brought by Reform of the Mechanism of Infrastructure 's Investment and Financing

本文试图从投融资改革中的项目区分着手，分析商业银行对不同项目所需的融资方式起到的金融支持作用，并以此促进银行零售贷款业务的发展。

This article starts from item distinction and analyzes the effects of commercial bank on different methods of financing .

因此运用上述违约模型不能很方便地测算出零售贷款违约概率。

Therefore the default model above should not be easy to measure out of default probability of the retail loans .

已发放零售贷款总额下降3%；按揭贷款总额和未清偿信用卡贷款也有所下滑消费者在减少信用卡消费。

Total retail loans outstanding fell 3 per cent . Mortgage lending is down as are outstandings on credit cards customers are spending less on their plastic too .

零售贷款由于盈利空间大且风险相对分散，逐渐成为国际商业银行信贷结构调整的重要方向。

Because the retail loan has the large profit margins and relatively scattered risk , it gradually becomes the important direction for adjusting credit structure among the international commercial banks .

次级住房按揭贷款是零售贷款的一种，银行如果能准确预测该类贷款的违约概率，那么可以大大降低危机爆发的可能性。

Su-housing mortgage loan is a kind of retail loans . If banks can predict the probability of default of such loans accurately , the possibility of crisis will be lower .

金融机构和政府需要在无烟房间共同进行密谈，目标在于采取必要的行动，以实现批发和零售贷款的协调扩张。

The financial institutions and the authorities need collective huddles in smoke-free rooms , with the goal of agreeing on actions necessary to attain a co-ordinated expansion of wholesale and retail lending .

最后本文根据我国商业银行零售贷款的风险管理现状，在前文的研究基础上提出了完善和改进零售贷款经济资本计量的若干建议。

At last , according to the current risk management of retail loan in the commercial banks , this paper proposes some advice about how to perfect the economic capital measurement of retail loan .

在假设的压力情境下，这些贷款必定会损失殆尽，尽管在现实中，与北美相比，亚洲、欧洲、中东和非洲的零售贷款损失率更低或者持平。

The stress scenario must have absolutely murdered these , although in reality retail credit losses in Asia , and in Europe , the Middle East and Africa , are lower or in line with North America .

同时，本文模拟了10年期个人住房贷款数据，在模型中加入了时间相依变量，论证了这模型测算长期零售贷款违约概率的可行性。

At the same time , this paper simulated the 10-year data on individual housing loans , and added time-dependent variables into the mode , which demonstrated it was feasible to measure default probability of the long-term retail loans .

当前我国提供汽车金融服务的主体主要是商业银行，但是我国商业银行规模庞大，代理链长，其优势体现在批发贷款方面，对于汽车消费的零售贷款，银行获取客户信息的能力较弱。

The primarily automobile financial institution is the state commercial bank , but the scale of the bank is so big that when come to providing retail loan of automobile consumption , the ability to obtain consumers ' information is weak .

在此基础上，本文以我国某商业银行的三类零售贷款数据为样本，模拟分析了在不同经济情况下的零售贷款组合信用风险的经济资本计量结果，论证了这一方法的可行性。

On this basis , the paper considers three types of retail loan data as a sample , and analyzes the different results for economic capital measurement to credit risk of retail loan portfolio in different economic situations , then demonstrates the feasibility of this approach .

按经济用途分析，部分原因是按揭贷款以及批发及零售业贷款均告减少，其中批发及零售业贷款减少反映消费需求疲弱。

An analysis by economic use reveals that this was in part attributable to decreases in loans for mortgages ; and wholesale and retail trade , reflecting the weak consumer demand .

在此定位的指导下，邮储银行以零售类贷款业务为业务切入点，多年来陆续完善业务品种，丰富产品结构。

Under the guidance of this position , the Postal Savings Bank takes the retail loan business as the entry , improves the business varieties over the years , and diversifies the product structure .

美国银行、摩根大通（jpmorganchase）、花旗集团（citigroup）和德意志银行（deutschebank）等“综合性银行”则指出，它们的零售与商业贷款业务能够平衡证券业务的变幻莫测。

The " universal banks " , among them BofA , JPMorgan Chase , Citigroup and Deutsche Bank , point to their retail and commercial lending operations as counterweights to the vagaries of their securities businesses .

零售行业不良贷款增加表明，一些零售运营商高估了需求。

The increase in bad loans to the retail sector suggests that some operators overestimated demand .

不过，零售和商业贷款等其他业务的表现，可能会降低它们对整体业绩的影响。

However , the effects on overall results might be muted by the performance of other businesses such as retail and commercial lending .

因此资本市场交易同时交易与批量（大量）贷款和有价证券，及零售（小额）贷款和有价证券。

Thus , the capital market trades in both wholesale loans and securities and retail loans and securities .

本文认为我国商业银行可以在现有零售业务数据信息基础上，运用该方法更精确地计量零售贷款组合的经济资本。

Therefore , this paper holds that commercial banks can use this approach to dynamically measure the economic capital of the retail loan portfolio in the basis of the existing data .