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The benchmark for understanding credit risk
[Money=２]
A value-at-risk (VaR) framework applicable to all institutions worldwide that carry
credit risk in the course of their business.
• A full portfolio view addressing credit event correlations which can identify the costs of
over concentration and benefits of diversification in a mark-to-market framework.
• Results that drive: investment decisions, risk-mitigating actions, consistent risk-based
credit limits, and rational risk-based capital allocations.
We also discuss how the results can be used in portfolio management, limit setting, and economic capital allocation.
47398.rar
(1.01 MB)
本附件包括：- creditmetricstd.pdf
[此贴子已经被作者于2006-4-7 10:31:32编辑过]
,这文章我前几天就发过了！楼主太不厚道了，想挣钱也用不着这样啊！
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