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25FRM二级英文
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GD
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3.强化复习
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信用风险测量与管理串讲
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01.复习课总览 .sz
02.Fundamentals of Credit Risk and Governance .sz
03.Introduction to Credit Risk Modeling and Assessment .sz
04.Credit Rating .sz
05.Estimating Default Probabilities from Credit Spreads .sz
06.Estimating Default Probabilities from Equity Prices .sz
07.Retail Credit Risk Management .sz
08.Country Risk .sz
09.Credit Loss Distribution .sz
10.Default Correlation and Credit VaR .sz
11.Regulatory Capital .sz
12.Economic Capital .sz
13.Derivatives and Counterparty Risk .sz
14.Netting, Close-out and Related Aspects .sz
15.Margin (Collateral) and Settlement .sz
16. Central Clearing .sz
17.Future Value and Exposure .sz
18.CVA (1) .sz
19.CVA (2) .sz
20. Stress Testing .sz
21. Credit Risk Management .sz
22.Credit Derivatives - CDS .sz
23.Credit Derivatives -TRS CDO .sz
24.Structured credit products (1) .sz
25.Structured credit products (2) .sz
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