英文标题：
《A Markov Chain Model for the Cure Rate of Non-Performing Loans》
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作者：
Vilislav Boutchaktchiev
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最新提交年份：
2018
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英文摘要：
A Markov-chain model is developed for the purpose estimation of the cure rate of non-performing loans. The technique is performed collectively, on portfolios and it can be applicable in the process of calculation of credit impairment. It is efficient in terms of data manipulation costs which makes it accessible even to smaller financial institutions. In addition, several other applications to portfolio optimization are suggested.
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中文摘要：
为了估计不良贷款的治愈率，建立了马尔可夫链模型。该技术是在投资组合上集体实施的，可以应用于信用减值的计算过程。就数据操作成本而言，它是高效的，这使得小型金融机构也可以访问它。此外，还提出了投资组合优化的其他一些应用。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Risk Management 风险管理
分类描述：Measurement and management of financial risks in trading, banking, insurance, corporate and other applications
衡量和管理贸易、银行、保险、企业和其他应用中的金融风险
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一级分类：Statistics 统计学
二级分类：Applications 应用程序
分类描述：Biology, Education, Epidemiology, Engineering, Environmental Sciences, Medical, Physical Sciences, Quality Control, Social Sciences
生物学，教育学，流行病学，工程学，环境科学，医学，物理科学，质量控制，社会科学
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