2fconveyancing Houseloanmortgageloans House Loan Mortgage Loans 哪有国贸专业毕业论文参考文献？-天涯问答

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• 都闪了 | 2009-05-14 21:58:55
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• 1. Risk-Based Capital Standards and the Riskiness of Bank Portfolios: Credit and Factor Risks [5.317%]
  Steven R. Grenadier & Brian J. Hall
  1995 Downloadable (with restrictions)! Bank risk-based capital (RBC) standards require banks to hold differing amounts of capital for different classes of assets, based almost entirely on a credit risk criterion. The paper provides both a theoretical and empirical framework for evaluating such standards. A model outlining a pricing methodology for loans subject to default risk is presented. The model shows that the returns on such loans are affected by the complicated interaction of the likelihood of default, the consequences of default, term structure variables, and the pricing of factor risks in the economy. When we examine whether the risk weights accurately reflect bank asset risk, we find that the weights fail even in their limited goal of correctly quantifying credit risk. For example, our findings indicate that the RBC weights overpenalize home mortgages, which have an average credit loss of 13 basis points, relative to commercial and consumer loans. The RBC rules also contain a significant bias agains
  
  2. Pricing Derivatives on Financial Securities Subject to Credit Risk [5.058%]
  Jarrow, Robert A & Turnbull, Stuart M
  Downloadable (with restrictions)! Author(s): Jarrow, Robert A & Turnbull, Stuart M. 1995 Abstract: This article provides a new methodology for pricing and hedging derivative securities involving credit risk. Two types of credit risks are considered. The first is where the asset underlying the derivative security may default. The second is where the writer of the derivative security may default. The authors apply the foreign currency analogy of R. Jarrow and S. Turnbull (1991) to decompose the dollar payoff from a risky security into a certain payoff and a 'spot exchange rate.' Arbitrage-free valuation techniques are then employed. This methodology can be applied to corporate debt and over the counter derivatives, such as swaps and caps. Copyright 1995 by American Finance Association.
  
  3. The nature of credit risk in project finance [5.057%]
  Marco Sorge
  Downloadable ! Author(s): Marco Sorge. 2004 Abstract: In project finance, credit risk tends to be relatively high at project inception and to diminish over the life of the project. Hence, longer-maturity loans would be cheaper than shorter-term credits.
  
  4. Valuation of Credit Risk in Agricultural Mortgages [5.056%]
  Sherrick, Bruce J & Barry, Peter J & Ellinger, Paul N
  2000 Downloadable (with restrictions)! A credit-risk valuation model is developed and empirically implemented to estimate the cost of loss distributions across a broad set of loan-level and pool-level characteristics is used to assess insuring against credit risks in pools of agricultural mortgage loans. Probabilistic information about insurance valuation and solvency likelihood. The effects on the value of credit-risk insurance of pool size, deductibles, timing alterations, premium loadings, adverse loan selection, and changing underwriting standards are also estimated. Results indicate that actuarial insurance costs are initially highly sensitive and then become relatively insensitive as pool size increases. Copyright 2000 by American Agricultural Economics Association
  
  5. Could Regional and Cantonal Banks Reduce Credit Risk through National Diversification? [5.055%]
  Bertrand Rime
  2007 Downloadable! This paper evaluates the reduction of credit risk that can be achieved in Switzerland by a national diversification of bank lending. Using a credit risk model based on corporate default rates, I find that the risk of a nationally diversified loan portfolio is up to 20% smaller than the sum of the risks of regional portfolios. From a financial stability perspective, this substantial risk diversification potential should motivate particular scrutiny on the more than hundred Swiss banks staying on the regional business model.
  
  6. The Credit Risk Transfer Market and Stability Implications for U.K. Financial Institutions [5.052%]
  Li L. Ong & Jorge A. Chan-Lau
  Downloadable ! Author(s): Li L. Ong & Jorge A. Chan-Lau. 2006 Abstract: The increasing ability to trade credit risk in financial markets has facilitated its dispersion across the financial and other sectors. However, specific risks attached to credit risk transfer (CRT) instruments in a market with still-limited liquidity means that its rapid expansion may actually pose problems for financial sector stability in the event of a major negative shock to credit markets. This paper attempts to quantify the exposure of major U.K. financial groups to credit derivatives, by applying a vector autoregression (VAR) model to publicly available market prices. Our results indicate that use of credit derivatives does not pose a substantial threat to financial sector stability in the United Kingdom. Exposures across major financial institutions appear sufficiently diversified to limit the impact of any shock to the market, while major insurance companies are largely exposed to the
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• sunye74 | 2009-12-12 12:12:43
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• 深化中央企业党建带团建工作提出明确的要求。一是要建立健全组织领导制度，企业党委（党组）要明确一名副书记或党委（党组）成员具体分管共青团工作，定期召集团的负责人和有关部门研究讨论团的工作，协调落实党委（党组）对共青团和青年工作提出的要求，帮助解决有关问题。青年人数较多的企业，可以通过设立青年工作委员会、青年工作部，配备党委青年委员等途径，加强党委对共青团工作的领导。二是要建立健全考核管理制度，把团的基层组织建设纳入企业党建工作格局，实行工作目标管理，把团的工作开展情况作为评价考核同级党组织工作实绩的重要指标。三是要建立健全推荐优秀团员作党的发展对象制度，不断为党输送新鲜血液。四是要改进企业共青团作用发挥方式，支持团组织参与企业民主管理和厂务公开工作。五是要建立健全物质保障制度，根据共青团工作的需要，强化经费、阵地等保障，为团组织开展工作提供必要的物质条件
    探索完善企业团组织发挥作用的途径和方式，主要包括三个方面的内容。一是要努力深化增强共青团员意识主题教育活动，不断增强团员的政治意识、组织意识、模范意识，提高团员对团组织的认同感和归属感，坚定永远跟党走的信念。二是要服务企业中心工作和青年职工成长发展，不断深化青年创新创效、青工技能振兴计划、青年岗位能手、青年安全生产示范岗、青年文明号、青年突击队等活动，树立和宣传青年典型，动员引导青年职工立足岗位，成长成才，为企业改革发展作贡献。三是要积极促进工作创新，通过不断工作思路、创新工作机制、创新工作载体、建立共青团工作评价考核体系等方式，使共青团工作更好地体现党的要求，符合企业发展的需要和青年的具体需求。
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