Lastly , it puts forward countermeasures to solve these problems : adopting credit risk measurement technique , applying credit risk management strategies and establishing and perfecting the credit risk prevention system 最后,圍繞管理存在的問題,本文提出了解決的對(duì)策:運(yùn)用信用風(fēng)險(xiǎn)計(jì)量技術(shù),運(yùn)用信用風(fēng)險(xiǎn)改良策略,構(gòu)建和完善信用風(fēng)險(xiǎn)防范機(jī)制。
In applying credit risk management strategies , the thesis summarizes the principium of credit risk management strategies , outlines the present situation of adopting credit risk management strategies and discusses how to apply the credit risk management strategies in chinese merchant banks 在信用風(fēng)險(xiǎn)改良策略運(yùn)用這一部分,論文總結(jié)了信用風(fēng)險(xiǎn)改良策略的原理、論述了改良策略應(yīng)用的現(xiàn)狀,提出了進(jìn)一步應(yīng)用的對(duì)策。
At present , some colleges and universities , in the processing of applying credit system have misunderstandings in their ideas and practice in the fields of educational theology , mode of talent training , teacher - student relationship , testing system and subject construction 當(dāng)前,一些高校在實(shí)行學(xué)分制改革過程中,在教育理念、人才培養(yǎng)模式、師生關(guān)系、考試響度、課程建設(shè)等方面既有思想認(rèn)識(shí)上的誤區(qū),也有實(shí)際操作上的偏差。
According to the problem that the recovery rate is traditional treated as a constant or an independent stochastic variable by the classical credit risk pricing and management model , and problem that the negative correlation between the default probability and recovery rate is always neglected , this dissertation gets the exponential and logarithm regression models of default probablilty and recovery rate based on some empirical researches , and improves on several broadly applied credit risk models , such as structural hazard rate model , affine structure model , convertible bond pricing model and credit metrics model , and introduce the negative correlation between 針對(duì)傳統(tǒng)的信用風(fēng)險(xiǎn)定價(jià)模型及信用風(fēng)險(xiǎn)管理模型將違約回收率看成是一個(gè)外生的常數(shù)或是一個(gè)獨(dú)立的隨機(jī)變量,而忽略回收率和違約概率之間的負(fù)相關(guān)性這一問題,本文應(yīng)用相關(guān)實(shí)證研究得到了違約概率和回收率的指數(shù)和對(duì)數(shù)回歸模型,并對(duì)應(yīng)用非常廣泛的結(jié)構(gòu)化風(fēng)險(xiǎn)率模型、仿射結(jié)構(gòu)模型、可轉(zhuǎn)換債券定價(jià)模型和creditmetrics模型進(jìn)行了改進(jìn)和拓展,在新模型中應(yīng)用指數(shù)和對(duì)數(shù)函數(shù)引入了這兩個(gè)變量之間的負(fù)相關(guān)性。