风险管理的前瞻性与计量模型的时滞性
发布时间：2019-03-08 08:45
【摘要】：正前瞻性是现代风险管理的重要特性。商业银行一般通过采用统计模型等工具和方法,对风险信息进行描述性分析和前瞻性分析。本次国际金融危机之后,预测性分析在商业银行风险管理中的重要性进一步提升。然而需要
[Abstract]:Forward-looking is an important characteristic of modern risk management. Commercial banks generally use statistical models and other tools and methods to conduct descriptive and forward-looking analysis of risk information. After the international financial crisis, the importance of predictive analysis in the risk management of commercial banks is further enhanced. But it does.
【作者单位】： 中国银行风险管理总部;
【分类号】：F224;F832.33
本文编号：2436635
[Abstract]:Forward-looking is an important characteristic of modern risk management. Commercial banks generally use statistical models and other tools and methods to conduct descriptive and forward-looking analysis of risk information. After the international financial crisis, the importance of predictive analysis in the risk management of commercial banks is further enhanced. But it does.
【作者单位】： 中国银行风险管理总部;
【分类号】：F224;F832.33
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，本文编号：2436635
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