1) Total expected loss
总预期损失
2) Expected loss
预期损失
1.
This paper gives a comparative analysis of the existed two main categories of deposit insurance pricing models-Merton model and the expected loss pricing model.
本文比较分析了现有的两类主要的存款保险定价模型—— Merton 模型和预期损失定价模型,根据模型的特点指出了每个模型在现实应用中的优点和缺点,并根据我国国情提出了合理的建议。
3) Unexpected Loss
非预期损失
1.
On the basis of multi-systematic risk factors CreditRisk+ model based on sector character,this paper amended the drawback which the loss given default was assumed to be a constant in the CreditRisk + model,and proposed a new method to calculate the unexpected loss of loan portfolio,which comprehensively considered the variation of loss given default and the correlation of the sector risk factors.
本文在基于行业特性的多元系统风险因子CreditRisk+模型的基础上,对CreditRisk+模型违约损失率假定为一常数这一缺陷进行了修正,提出了一种综合考虑违约损失率变化和行业风险因子相关性的计量贷款组合非预期损失的新方法。
4) Default risk premium
预期损失率
5) expected loss of failure
预期失效损失
6) total loss of prestress
预应力总损失
1.
Simplified approach of calculation of total loss of prestress;
预应力总损失的简化计算方法
补充资料：非预期损失
非预期损失是银行超过上述平均损失以上的损失，它是对期望损失的偏差%26#8212;%26#8212;标准差(σ)。换而言之。非预期损失就是除期望损失之外的具有波动性的资产价值的潜在损失。在风险的控制和监管上，意外损失等于经济资本。非预期损失随容忍度的改变而不同、银行承担的风险正是这种预料外或由不确定因素造成的潜在损失，这种损失也正是需要由资本弥补的部分。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条