(asset)"internal"models,suchasCreditMetricsandCreditRisk+andKMV'sPortfolioManager,(NAIC)hasdevelopedlimitsfordifferenttypesofassetsandborrowersininsurers'portfolios-aso-:LendingofficerstrackS&P,Moody's,,:AHypotheticalRatingMigrationorTransitionMatrixRiskGradeatEndofYear_______________________________________ 1 2 3 Default________________________________________Riskgradeat 1 .85 .10 .04 .01Beginningof 2 .12 .83 .03 .02Year 3 .03 .13 .80 .(ortransitionmatrix)seekstoreflectthehistoricexperienceofapoolofloansintermsoftheircredit-,.:Forgrade2loans,historically12percenthavebeenupgradedto1,83percenthaveremainedat2,3percenthavebeendowngradedto3,
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