单笔贷款

提出了一种单笔贷款信用风险度量方法。

Advance the method of measurement credit of single loan .

我国商业银行通过控制单笔贷款的风险等级实现控制总体贷款组合风险等级目标的方式亦需要在趋于白热化的竞争中开始变革，以适应不断变化的外部环境。

Commercial banks of our country control loans risk by managing the risk grade of single loan , which need adjusted in order to meet with the fierce competition .

第四节主要对微观压力测试的方法、步骤进行说明。第三章为例证部分，主要运用结构化方法对商业银行的单笔贷款进行压力测试。

Section ⅳ mainly micro-stress testing methods and procedures are explained . Chapter ⅲ takes examples of the main application of structured methods for commercial banks to conduct stress tests of single loan .

另一方面，有些银行可能认为，单笔贷款赚的钱越来越少，必须大幅增加放贷以保持利润的增长。

On the other hand , some banks may decide they have to dramatically boost lending in order to keep up profit growth at a time when they are making less and less on each individual loan .

其次，信贷组合的风险对信用与利率风险相关系数、违约相关系数、债项初始评级等参数十分敏感，而单笔贷款则对初始评级、违约概率和违约回收率等参数更为敏感。

Second , the credit portfolio is sensitive to the parameters such as the correlation between credit and interest rate risk , default correlation and initial credit ratings , while individual loans are more sensitive to the probability of default , loss given default and also initial ratings .