...危机,不但目前的违约率将大幅攀升,中型企业客群的跨循环(through-the-cycle) 获利结构也将全面改写。 www.docin.com|基于 1 个网页 2. 跨周期 ...次贷危机后如何应对顺周期的讨论中认 为,由于在考虑跨周期(through-the-cycle)计提损 失准备中缺乏逆周期的缓冲(buff… ...
通过循环 拼音 双语对照 through the cycle 网络 全周期
Through-the-Cycle Ratings versus Point-in-Time Ratings and Implications of the Mapping between Both rating Types. Financial Markets, Institutions and Instruments, Vol. 19, Issue 1, pp.47-61.,Topp, R., Perl, R., 2010. Through-the-cycle ratings versus point-in-time ratings and implications ...
A through-the-cycle rating tries to capture the average creditworthiness of a firm over a period of several years (and across different phases of the economic cycle), and is therefore less likely to change in response to a cyclical decline in overall economic conditions. By contrast, a point-...
The two philosophies of ratings, one that includes cyclical effects and the other that doesn't, are mirrored by the two different rating types commonly known as point-in-time (pit) and through-the-cycle (ttc). Point-in-time ratings try to evaluate the current situation of a customer by ...
This example shows how to work with consumer credit panel data to create through-the-cycle (TTC) and point-in-time (PIT) models and compare their respective probabilities of default (PD). The PD of an obligor is a fundamental risk parameter in credit risk analysis. The PD of an obligor ...
A through-the-cycle model for retail lending economic capital[J] . Joseph L. Breeden,Robert Parker,Carsten Steinebach.International Journal of Forecasting . 2011 (1)Breeden J. L., Parker R., Steinebach C. A Through-the-cycle Model for Retail Lending Economic Capital[ J]. International Jour...
aTo avoid this fluctuation, Basel IIA should encourage banks to move towards a 'through-the-cycle-rating' that separates changes in the business cycle from changes in a borrower's creditworthiness. 要避免这波动,巴塞尔IIA应该鼓励银行移动朝从在借户的信誉上的变化分离在经济周期上的变化的‘通过这周期...
Throughout the cycleofwar and peace, the Security Council was involved and established several missions to assist in the peace process. un.org un.org 在战争与和平的周而复始过程中,安全理事会介入其间,并组建了若干特派团协助和平进程。 un.org ...
different scenarios throughout the life cycle of a railway. legco.gov.hk 換言之,除現行安排外,鐵路視察組亦會採用以風險為本的 方法,就鐵路在使用周期內的不同情況下對安全構成重大影 響的範疇,以及相關的潛在風險,進行監察;同時亦會定期 檢討處理這些風險的緩急次序,確保鐵路在 使 用 周期 內 的不 同...