KMV-model的意思|示意

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KMV-model的网络常见释义

KMV模型 ...费下载_大智慧 关键词:信用衍生品;信用风险;KMV模型;违约距离 [gap=980]Key words: credit derivatives; credit risk; KMV-model; distance of default ...

KMV-model相关短语

1、 KMV Reduced Model KMV简约模型

2、 KMV credit risk model KMV信用风险模型

3、 the model of KMV KMV模型

KMV-model相关例句

In empirical part, the article makes empirical analysis on RBS based on the study of KMV model, which is the most widely used credit model.

在实证部分,在研究了当前使用最广泛的KMV的模型的基础上,对苏格兰皇家银行做了信用分析。

The empirical analysis shows that KMV model can reflect real operation of listed companies accurately and this model can be used in China's commercial banks.

通过实证分析证明,KMV模型能够比较准确的反映上市公司的真实经营状况,将KMV模型应用于我国商业银行信贷风险管理是可行的。

In case of credit assets backed securities, the paper explores the special risks of asset securitization-default risk, and the default risks with KMV model.

以信贷资产支持证券为例探讨资产证券化的特有风险—违约风险,并运用KMV模型测度个案违约风险,在此基础上提出一些控制违约风险的策略。

And the default risk compensation rate could be made by measuring default risk in data way through KMV model; rate adjusted extent could be made by the customer's contribution to the bank.

其中的违约风险补偿率可以借鉴KMV模式对信贷违约风险进行量化处理获得,利率调整幅度则由该客户的贡献度决定。

Explain with emphasis the theory origin and the principle of KMV model, and have expounded computation process and the method of the parameter estimation of KMV model.

重点说明了KMV模型的理论来源和原理,阐明了KMV模型的计算过程和参数估值的方法。

This paper investigated the current credit risk models and proposed the modified KMV model to measure the credit risk in china.

本文首先论述了国际通用的各信用风险模型的适用条件,提出改进的KMV模型作为度量我国不良资产证券化信用风险的模型。