portfolio credit risk

基本解釋

The single-factor model and Monte Carlo simulation are applied to the measurement of portfolio credit risk.
將單因素模型和蒙特卡羅模擬應用于我國商業(yè)銀行組合信用風險度量的具體實踐；
Then, credit risk is measured in portfolios. The most popular four models that estimate portfolio credit risk could not measure credit risk well either.
然后，信用風險是衡量投資組合。最流行的四種模式，估算投資組合信用風險無法衡量信貸風險也不好。
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And this thesis has studied the credit risk assessment methods of china's listed companies based on the individual credit risk analysis and the portfolio credit risk analysis respectively.
本文分別從個體信用風險分析的角度和組合信用風險分析的角度對中國上市公司信用風險的評估方法進行了研究。

He explained that his organization was highly functionalized with separate units for sales, trading, investing, portfolio management, credit, risk, and operations — some of which reported to him and some to the corporate center.
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It stripped credit risk out of their portfolio, reduced equity and bought 30 year Japanese bonds paying 2.6 percent.
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