2023年全國碩士研究生考試考研英語一試題真題(含答案詳解+作文范文)_第1頁
已閱讀1頁,還剩56頁未讀, 繼續(xù)免費(fèi)閱讀

下載本文檔

版權(quán)說明:本文檔由用戶提供并上傳,收益歸屬內(nèi)容提供方,若內(nèi)容存在侵權(quán),請進(jìn)行舉報或認(rèn)領(lǐng)

文檔簡介

1、重慶大學(xué)碩士學(xué)位論文我國商業(yè)銀行信貸信用風(fēng)險度量研究姓名:劉林申請學(xué)位級別:碩士專業(yè):金融學(xué)指導(dǎo)教師:@20060401重慶大學(xué)碩士學(xué)位論文 英文摘要IIABSTRACTCredit risk is the oldest risk and one of the most important risk in financialmarket.It is the primary risk that modern banking are fac

2、ing.Since the 20th century, the1990s, in global environments, every country’ s banks are facing increasing creditrisk.Credit risk measurement issues have becoming the most challenging research fieldof risk subjects in th

3、e next few years. However, credit risk measurement andmanagement in risk management of our commercial banks are still weakpoint.Therefore, this article attempts to have a credit risk study from the aspect ofquantitative

4、analysis.Firstly, this article reviewed the related literature of credit risk research, and thensummarized credit risk measurement and management, emphasizing on introduction ofthe basic factors of the portfolio credit r

5、isk measurement and formed a framework ofportfolio measurement.Secondly, based on the actualities of domestic research on credit risk and theobjective conditions our banking possessed in credit risk measurement and manag

6、ement,the ratio of non- performing loan, which is used to evaluate the quality of commercialbank's loan portfolio, is compared with the probability of default, which is one of coreconceptions in most advanced credit

7、risk measurement models.Then this articleproposed that the prediction of the ratio of non- performing loan can be substituted forthe evaluation of the probability of default.The empirical part of this article is the use

8、oftechnology which internationally accepted measuring portfolio credit risk– Value atRisk(VaR), using Monte Carlo simulation approach to have a analysis and forecastingon the ratio of non- performing loan in our commerci

9、al banking(commercialbanks).Monte Carlo simulation used four random process to simulate trails of changesin ratio of non- performing loan and got the next period VaR value by forecasting, andtheoretically expounded the c

10、riterion of choosing optimum simulation path.Finally, in view of the the status quo in credit risk measurement and managementof our commercial banks,this article presented some reformational ideas from theinstitutional c

11、onstruction and technical means of improving our credit risk measurementand proposed some suggestions to improve the demonstration.Keywords: Commercial Bank,Credit Risk,Ratio of Non- performing Loan,VaR,MonteCarlo Simula

溫馨提示

  • 1. 本站所有資源如無特殊說明,都需要本地電腦安裝OFFICE2007和PDF閱讀器。圖紙軟件為CAD,CAXA,PROE,UG,SolidWorks等.壓縮文件請下載最新的WinRAR軟件解壓。
  • 2. 本站的文檔不包含任何第三方提供的附件圖紙等,如果需要附件,請聯(lián)系上傳者。文件的所有權(quán)益歸上傳用戶所有。
  • 3. 本站RAR壓縮包中若帶圖紙,網(wǎng)頁內(nèi)容里面會有圖紙預(yù)覽,若沒有圖紙預(yù)覽就沒有圖紙。
  • 4. 未經(jīng)權(quán)益所有人同意不得將文件中的內(nèi)容挪作商業(yè)或盈利用途。
  • 5. 眾賞文庫僅提供信息存儲空間,僅對用戶上傳內(nèi)容的表現(xiàn)方式做保護(hù)處理,對用戶上傳分享的文檔內(nèi)容本身不做任何修改或編輯,并不能對任何下載內(nèi)容負(fù)責(zé)。
  • 6. 下載文件中如有侵權(quán)或不適當(dāng)內(nèi)容,請與我們聯(lián)系,我們立即糾正。
  • 7. 本站不保證下載資源的準(zhǔn)確性、安全性和完整性, 同時也不承擔(dān)用戶因使用這些下載資源對自己和他人造成任何形式的傷害或損失。

最新文檔

評論

0/150

提交評論