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Description: 信贷资产风险分类计算器适用于农村信用社的贷款五级分类中的!简单实用!-credit risk asset classification calculators apply to loans in rural credit cooperatives in the five classifications. Simple and practical!
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Size: 14437 |
Author: 雷天俊 |
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Description: Credit Risk Modeling using Excel and VBA
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Size: 15100353 |
Author: Y Zhang |
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Description: Recent developments in consumer credit risk assessment
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Size: 235454 |
Author: zhaoxi3366@126.com |
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Description: 信贷资产风险分类计算器适用于农村信用社的贷款五级分类中的!简单实用!-credit risk asset classification calculators apply to loans in rural credit cooperatives in the five classifications. Simple and practical!
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Size: 14336 |
Author: 雷天俊 |
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Description: Credit Risk Modeling using Excel and VBA
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Size: 15099904 |
Author: Y Zhang |
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Description: 文章介绍了基于Var技术的信用风险管理。-Var article introduce technology-based credit risk management.
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Size: 479232 |
Author: 胡奎 |
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Description: Credit Risk Evaluation Using Neural Networks .PDF
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Size: 327680 |
Author: wincky |
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Description: credit risk prediction
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Size: 1298432 |
Author: roxibej |
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Description: Credit Risk Modelling using Excel and VBA
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Size: 4543488 |
Author: autozhao |
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Description: 《实用数据挖掘》
本书对面向应用的数据挖掘方法进行了清晰的阐述，包括经典的多元统计方法、贝叶斯多元统计方法、基于机器学习的数据挖掘方法和基于计算的数据挖掘方法等。介绍了数据挖掘领域中许多最新的研究成果，如关联规则、序列规则、图示马尔可夫模型、基于存储的推理、信用风险和Web挖掘等。并详细介绍了选自实际工业项目的6个应用实例，强调了数据挖掘方法的实用性。 本书主要面向计算机科学、信息管理、应用统计学和经济学等专业的高年级本科生和研究生。对实际从事海量数据分析和处理的技术人员也有很好的指导作用和参考价值。 -Application-oriented book on data mining methods were clearly described, including the classic multivariate statistical methods, Bayesian multivariate statistical methods, data mining based on machine learning methods and calculations based on data mining methods. The field of data mining are introduced many of the latest research results, such as association rules, sequence rules, icons, Markov model, based on the storage of reasoning, credit risk, and Web mining. And gave details of the actual industrial projects selected from the six examples, emphasizing the usefulness of data mining methods. Book is mainly for computer science, information management, applied statistics and economics, and other professional undergraduate and graduate students. Actually engaged in massive data for analysis and processing of the technical staff are also very good guidance and reference value.
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Size: 13325312 |
Author: showna |
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Description: 二叉树方法计算信用风险溢价
参数说明：
V：公司资产市场价值初值
r:市场无风险利率
sigma：企业资产市场价值波动率
T:期限
num：二叉树层数
dp：违约点，即债权价值
输出结果：
M:公司的风险溢价
-The binomial tree method to calculate the credit risk premium
Parameters:
V: the market value of assets initial value
r: market risk-free rate
sigma: Enterprise market value of assets volatility
T: Term
the num: binary tree layers
dp: default point, ie, the value of claims
Output:
M: The risk premium
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Size: 1024 |
Author: shaopeng |
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Description: Bank Credit Risk. We commonly used techniques for risk management models noted a high level of complexity as the determination by theoretical as well as by calculating techniques for finding the joint probability distribution of loans in multivariate risk. In most cases this complexity is due to insufficient information to publish banks.
The importance of the presented model lies in two aspects, practical implementation on a reduced database a Markovian model by creating incentives applicable space in the appropriate programming algorithm
-Bank Credit Risk. We commonly used techniques for risk management models noted a high level of complexity as the determination by theoretical as well as by calculating techniques for finding the joint probability distribution of loans in multivariate risk. In most cases this complexity is due to insufficient information to publish banks.
The importance of the presented model lies in two aspects, practical implementation on a reduced database a Markovian model by creating incentives applicable space in the appropriate programming algorithm
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Size: 3620864 |
Author: Jani |
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Description: CreditAnalytics是固定收入的金融信用分析，信用风险，债券分析，债券的风险库，特别注重了对信用交易和债券交易社区的需求（CDS的，对CDX，CDO的各类债券和开发变种）。-CreditAnalytics fixed income financial credit analysis, credit risk, bond analysis, the risk of the bonds library, in particular, focus on the demand for credit trading and bond trading community (CDS, CDX, CDO various types of bonds and development variants).
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Size: 2610176 |
Author: pudn |
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Description: 可以用来进行信用风险预测的matlab代码，直接模仿就可以用了-Can be used for credit risk prediction matlab code, you can use a direct imitation
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Size: 32768 |
Author: xiaowanqiu |
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Description: 计算风险管理中的信用风险溢价的matlab程序-Calculation of risk management in credit risk premium matlab program
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Size: 19456 |
Author: 黄宏运 |
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Description: Enterprise Credit Risk Evaluation models
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Size: 323584 |
Author: hasa |
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Description: KMV模型用来估计借款企业违约概率的方法。该模型认为，贷款的信用风险是在给定负债的情况下由债务人的资产市场价值决定的。该模型了债务人的债权和股权的市场公允价值.-KMV model is used to estimate the probability of default of the borrower methods. The model considers the credit risk of loans given in the case of liability is determined by the market value of the debtor s assets. The model of the fair value of the debtor s debt and equity markets.
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Size: 1024 |
Author: kitty |
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Description: 中国商业银行信用风险内部评级法的要素建模和信息化实现研究_李军-Research and implementation of _ Li Jun elements and information modeling method of internal credit risk rating of commercial bank Chinese.
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Size: 2673664 |
Author: 寇磊 |
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Description: Anthony Saunders Credit Risk Measurement New Approaches to Value at Risk and Other Paradigms, 1st Edition
Bielecki T.R., Rutkowski M. Credit Risk Modeling, Valuation and Hedging
Bogie Ozdemir; Peter Miu Basel II implementation a guide to developing and validating a compliant, internal risk rating system
Chernobai A.S., Fabozzi F.J., Rachev S.T. Operational Risk A Guide to Basel II Capital Requirements, Models, and Analysis
David Lando Credit Risk Modeling Theory and Applications
Dimitris N. Chorafas Stress Testing for Risk Control Under Basel II
Edward I. Altman, Edith Hotchkissauth. Corporate Financial Distress and Bankruptcy Predict and Avoid Bankruptcy, Analyze and Invest in Distressed Debt, Third Edition
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Size: 16288768 |
Author: simon5
|
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Description: Vietnamese version for credit risk
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Size: 259072 |
Author: thuongnv |
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