The internal rating-based approach is the core content of New Basel *** calculation of probability of default,loss given default,expected losses and other concerning factors are the key steps to bring internal rating-...
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The internal rating-based approach is the core content of New Basel *** calculation of probability of default,loss given default,expected losses and other concerning factors are the key steps to bring internal rating-based approach into *** on the practical data of our state-owned commercial banks,a relative scientific evaluating system is established in this paper by stepwise discriminant analysis,and a probability of default forecasting model is constructed by Bayes discriminant *** expected losses are calculated by neural network based on Levenberg-Marquardt ***,loss given default could be work out by the function among probability of default,loss given default and expected *** results show that this model could be of certain validity and feasibility to forecast probability of default and loss given default.
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