源码简介: |
Bank Credit Risk. We commonly used techniques for risk management models noted a high level of complexity as the determination by theoretical as well as by calculating techniques for finding the joint probability distribution of loans in multivariate risk. In most cases this complexity is due to insufficient information to publish banks.The importance of the presented model lies in two aspects, practical implementation on a reduced database a Markovian model by creating incentives applicable space in the appropriate programming algorithm-Bank Credit Risk. We commonly used techniques for risk management models noted a high level of complexity as the determination by theoretical as well as by calculating techniques for finding the joint probability distribution of loans in multivariate risk. In most cases this complexity is due to insufficient information to publish banks.The importance of the presented model lies in two aspects, practical implementation on a reduced database a Markovian model by creating incentives applicable space in the appropriate programming algorithm
|