intTypePromotion=1

Portfolio Credit Risk

Chia sẻ: Adads Ads | Ngày: | Loại File: PDF | Số trang:12

0
44
lượt xem
4
download

Portfolio Credit Risk

Mô tả tài liệu
  Download Vui lòng tải xuống để xem tài liệu đầy đủ

Financial institutions are increasingly measuring and managing the risk from credit exposures at the portfolio level, in addition to the transaction level. This change in perspective has occurred for a number of reasons. First is the recognition that the traditional binary classification of credits into “good” credits and “bad” credits is not sufficient— a precondition for managing credit risk at the portfolio level is the recognition that all credits can potentially become “bad” over time given a particular economic scenario. The second reason is the declining profitability of traditional credit products, implying little room for error in terms of the selection and pricing of individual transactions, or for portfolio decisions, where diversification...

Chủ đề:
Lưu

Nội dung Text: Portfolio Credit Risk

ADSENSE
ADSENSE

CÓ THỂ BẠN MUỐN DOWNLOAD

 

Đồng bộ tài khoản
2=>2