贷款组合

贷款组合信用风险VaR的蒙特卡罗仿真

Monte Carlo Simulation of Credit Risk VaR for Loan Portfolio

最早的资产证券化产品起源于1970年美国政府国民抵押协会（GNMA）担保发行的以抵押贷款组合为基础资产的抵押支持证券（MBS）。

The first asset securitized product is a kind of MBS , whose base asset was mortgaged loan portfolio , issued by GNMA in 1970 .

2.loanportfolio贷款组合对从事贷款组合业务日常管理的有经验的员工来说，这门课程特别实用。

The course will be particularly useful for experienced staff with day-to-day administrative responsibility for loan portfolios .

基于VaR约束的商业银行贷款组合多目标决策

A Multi-Objectives Decision-Making of Loan Portfolios of Commercial Bank Based on Constraint of VaR

基于改进的KMV模型的贷款组合管理研究

A Study of the Loans ' Portfolio Management Based on Improved KMV Model

接着利用VAR方法建立最优贷款组合的二次规划模型并进行求解，同时给出了实例分析，并利用MATLAB做出了相关的图示。

And then using VAR establishes secondary layout model of the excellent credit combination and resolving it . At the same time , it lay out example and correlative charts by MATLAB .

在综合考虑商业银行的风险承受能力以及在风险与回报均衡的基础上，提出基于VaR约束的贷款组合多目标决策方法，并引入几何方法求解该多目标优化问题。

This paper proposes a multi-objectives decision-making of loan portfolios based on constraint of VaR in view of a bank 's risk-bearing capability and uses the geometric method to solve it .

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 .

此外，基于VaR收益率约束的贷款组合优化决策模型反映了银行的风险承受能力，并直接地控制了银行的潜在损失，完善了贷款组合优化决策方法，是本文的另一创新与特色。

Furthermore , the constraint on the yield of VaR takes into account of the correlation among the risks and reflects the ability of the bank to endure the risks and controls the potential loss of the bank directly .

论文内容使用了VaR（Value-at-Risk，风险在险价值）方法，以贷款组合损失作为衡量信用风险的尺度，分别基于违约模型和CreditMetrics模型进行了信用风险的量化分析。

The thesis uses the VaR method ( Value-at-risk ) to measure the credit risk of the portfolio , taking the loss of the portfolio as the criterion . The analysis is based on the default model and the Credit Metrics model respectively .

笔者考察和研究了运用现代资产组合理论进行风险分散化贷款组合管理的KMV模型和以金融创新&信用衍生品进行对冲组合管理的理论和实践。

This article investigates and researches the KMV model which puts the Modern Portfolio Management Theory into credit portfolio management and the theory and practice in which the credit derivatives are used to hedge credit risk .

它们有着充裕的流动性三菱ufj金融集团（mitsubishiufj）公布的财报显示，该公司日本贷款组合的净息差仅为0.09%。

They have plenty of liquidity and the net interest margin for Mitsubishi UFJ on its loan portfolio in Japan is a mere 0.09 per cent , according to its financial statements .

亏损的NovoBanco已经被解除了70亿欧元的不良资产，并从必利胜银行承袭了400亿欧元的贷款组合其中70%是企业贷款这被认为是其最具吸引力的资产。

The lossmaking Novo Banco has been relieved of € 7bn in toxic assets and has inherited a € 40bn loan portfolio from BES of which 70 per cent is corporate lending considered one of its most attractive assets .

基于模拟退火算法的贷款组合优化研究

Optimal Research of Loans ' Portfolio Based on Simulated Annealing Algorithm

相关性是贷款组合管理的关键性因素。

The correlation is the crucial factor in loan risk management .

本文介绍贷款组合损失的计算方法。

This paper introduces the measure of computing the loan portfolio loss .

带有存量的贷款组合优化决策模型及智能算法研究

A decision portfolio optimization model with accumulate loan and intelligent algorithm research

创业企业贷款组合风险管理研究&基于不同生命阶段的视角

Loan Portfolio Management on Enterprises in Different Business Life Stages

商业银行贷款组合的风险控制研究

On the Risk Management of Loan Portfolio in Commercial Banks

基于有效边界的贷款组合优化决策模型

Decision-making model for optimization of loan 's portfolio based on efficient boundary

贷款组合的均值方差偏度三因素优化模型

The Three Factors Optimization Model of Mean-deviation-skewness on Loans Portfolio

第五章是创业企业贷款组合风险管理研究。

Chapter V investigates loan portfolio management on start-up enterprises .

线性完备变换的银行贷款组合优化模型

Optimization model of bank loan portfolio based on linear complete transfer method

基于风险偏好的银行贷款组合优化研究

The Optimization Research on Loan ′ s Portfolio Based on Risk Preference

贷款组合优化模型及其解法研究

The Study of Loan Portfolio Optimization Model and Solution

不同生命阶段创业企业贷款组合模型研究

The Study of Loan Portfolio Model for Start-up Enterprise in Different life Stages

商业银行风险管理中的贷款组合分配模型研究

Loan Portfolio Allocation Model in Commercial Bank Risk Management

商业银行贷款组合动态优化模型研究

A Portfolio Loan Dynamic Optimal Model for Commercial Banks

贷款组合优化配置的目标函数选择研究。

The objective function of optimizing selecting for loan portfolio model is analyzed .

这样，改进后的经济资本计量模型在实务中可以更加贴切的度量银行贷款组合的风险。

Then , the improved model can better measure the portfolio risk of loan .