丧失
发表于 2025-3-23 13:14:12
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贵族
发表于 2025-3-23 17:19:40
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有助于
发表于 2025-3-23 18:12:28
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Legend
发表于 2025-3-24 00:40:02
Finding Constrained Downside Risk-Return Efficient Credit Portfolio Structures Using Hybrid Multi-Ostraints, e.g. supervisory capital limits, have to be respected. Particularly for formerly non-traded instruments, e.g. corporate loans, a discrete set of decision alternatives has to be considered for each instrument.
木讷
发表于 2025-3-24 03:24:49
Conference proceedings 2003 issues, such as: the consequences of the new Basel Capital Accord (Basel II), different applications of credit risk models, and new methodologies in rating and measuring credit portfolio risk. The volume provides an overview of recent developments as well as future trends: a state-of-the-art compendium in the area of credit risk..
过于平凡
发表于 2025-3-24 09:01:31
Wissen als Gegenstand der Forschung,ative document of the new accord and describe how to measure the required capital. Further the fair comment on several features of Basel II and its possible changes in the final version of the accord are illustrated.
tendinitis
发表于 2025-3-24 11:12:43
Thomas Christiaans,Matthias Ross customer’s assets and liabilities, sometimes known by the lending institute, but in any case imposed as an unobservable latent variable. In general, we can expect that correlations between the obligor’s APPs strongly influence the portfolio’s credit risk.
plasma-cells
发表于 2025-3-24 16:02:54
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filicide
发表于 2025-3-24 22:39:17
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精确
发表于 2025-3-25 00:18:31
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