风险函数 meaning in English
risk function
riskfunction
Examples
- The basle accord ii encourages the bank to establish irb and develop risk measurement and management model . the bank can input risk elements that include probability of default , loss given default , maturity and exposures into the risk weight functions that are provided by basel committee and obtain the capital requirement
2004年6月,巴塞尔银行监管委员会公布了最终定稿的新协议,在保留银行资产外部评级方式的同时,鼓励大银行建立内部评级体系和开发风险度量模型,允许银行通过内部评级确定风险函数计量加权风险资产。