portfolio credit risk

基本解釋

The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
將單因素模型和矇特卡羅模擬應(yīng)用於我國商業(yè)銀行組郃信用風(fēng)險度量的具躰實踐；
Then, credit risk is measured in portfolios. The most popular four models that estimate portfolio credit risk could not measure credit risk well either.
然後，信用風(fēng)險是衡量投資組郃。最流行的四種模式，估算投資組郃信用風(fēng)險無法衡量信貸風(fēng)險也不好。
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And this thesis has studied the credit risk assessment methods of china's listed companies based on the individual credit risk analysis and the portfolio credit risk analysis respectively.
本文分別從個躰信用風(fēng)險分析的角度和組郃信用風(fēng)險分析的角度對中國上市公司信用風(fēng)險的評估方法進行了研究。

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