Risk-weighted Assets 风险加权资产 对银⾏的资产加以分类，根据不同类别资产的风险性质确定不同的风险系数，以这种风险系数 为权重求得的资产。商业银⾏风险加权资产包括信⽤风险加权资产、市场风险加权资产和操作风险加权资产。CCF 3 Credit Conversion Factors 信⽤风险转换系数 是衡量表外项⽬转换为表内...
Risk-weighted Assets 风险加权资产 对银行的资产加以分类,根据不同类别资产的风险性质确定不同的风险系数,以这种风险系数为权重求得的资产。 商业银行风险加权资产包括信用风险加权资产、市场风险加权资产和操作风险加权资产。 CCF 3 Credit Conversion Factors 信用风险转换系数 是衡量表外项目转换为表内资产的可能性指标...
CounterpartyCreditRisk(“CCR”)指在与交易对手完成最终清算交易前交易对手的倒闭风险。商业银行为此违约交易蒙受损失。由此,CCR表达了交易双方互相的违约风险,此风险依赖于该交易市值,并因市值的变化而变化。在CCR框架中的分类矩阵按如下描述解释:CCR可以运用到五种主要的表外金融工具:汇率合约,包括基于汇率浮动的期权、...
Credit Conversion Factor (CCF) is a key parameter used in the calculation of the credit exposure of certain financial instruments, particularly those involving credit risk in the banking industry. ShareSort By: Popularity Alphabetically Filter by: Country/Region: Category: We have found 25 more re...
VAR与CCF 风险价值和风险因子
基本信息 期刊全称 Journal of Credit Risk 期刊简称 Print ISSN 1744-6619 Online ISSN 1755-9723 期刊出版社 是否开放获取 Open Access,OA 否 官网地址 期刊所属领域 期刊简介 JCR分区索引信息2021年数据 是否是SCIE(SCI) 注:SCI已经完全被SCIE取代,参考:SCI被取代 ...
Chinese local government debt risk Corporate finance and governance Credit risk and liquidity risk Derivatives and risk management Digital asset performance and risk management ESG and green finance Financial literacy and personal finance Health risk and ...
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