Forecasting Retail Portfolio Credit Risk
Forecasting Retail Portfolio Credit Risk
复制标题
预测零售投资组合信用风险
DOI：
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发表时间：
2004
期刊：
影响因子：
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通讯作者：
Harald Scheule
中科院分区：
文献类型：
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作者：
Daniel Rösch;Harald Scheule
零售贷款的一个主要问题是固有投资组合信用风险的度量。巴塞尔银行监管委员会[1999a， 1999b, 2000,2001a, 2001b, 2002,2003]加强了更好地理解和处理违约风险证券的需要，该委员会提出了对银行资本要求标准的修订。
A major topic in retail lending is the measurement of the inherent portfolio credit risk. The needs for a better understanding and dealing with default risky securities have been reinforced by the Basel Committee on Banking Supervision [1999a, 1999b, 2000, 2001a, 2001b, 2002, 2003] which has proposed a revision of the standards for banks' capital requirements.