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2011-07-19
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急需Wilson, T.C. 1997年发表在《Risk Magazine》上的两篇英文文献 :

1、Wilson, Thomas C. 1997a. “Credit Portfolio Risk (I).” RISK MAGAZINE, October.

2、Wilson, Thomas C. 1997b. “Credit Portfolio Risk (II).” RISK MAGAZINE, November


哪位朋友找到后,请每篇100币上传附件,我来购买。谢谢!!

请注意,我需要的不是论坛里能搜到或能google到的文章 Portfolio Credit Risk ,文章Portfolio credit risk 引言部分的第一段我列在下面了,请上传附件前对比一下,如果一样,那肯定就不是我要的文章了。

INTRODUCTION AND SUMMARY (第一段)
Financial institutions are increasingly measuring and managing the risk from credit exposures at the portfolio level, in addition to the transaction level. This change in perspective has occurred for a number of reasons. First is the recognition that the traditional binary classification of credits into “good” credits and “bad” credits is not sufficienta precondition for managing credit risk at the portfolio level is the recognition that all credits can potentially become “bad” over time given a particular economic scenario. The second reason is the declining profitability of traditional credit products, implying little room for error in terms of the selection and pricing of individual transactions, or for portfolio decisions, where diversification and timing effects increasingly mean the difference between profit and loss. Finally, management has more opportunities to manage exposure proactively after it has been originated, with the increased liquidity in the secondary loan market, the increased importance of syndicated lending, the availability of credit derivatives and third-party guarantees, and so on.

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此文我已找到,获作者授权分享,请到我个人网站下载 wolfccb.com
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2011-7-19 10:32:14
此文我已找到,获作者授权分享,请到我个人网站下载 wolfccb.com
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2011-7-19 13:30:00
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2011-7-19 18:33:54
Article:
Portfolio credit risk
Author:
Wilson, Thomas C
Journal:
Economic policy review (Federal Reserve Bank of New York)
ISSN:
1932-0426
Date:
10/31/1998
Volume:
4
Issue:
3
Page:
71
Article:
Portfolio credit risk
Author:
Wilson, Thomas C
Journal:
Economic policy review (Federal Reserve Bank of New York)
ISSN:
1932-0426
Date:
10/31/1998
Volume:
4
Issue:
3
Page:
71




Portfolio credit risk

Author: Thomas C Wilson
Economic Policy Review - Federal Reserve Bank of New York Vol: 4 Issue: 3 ISSN: 1932-0426 Date: 10/1998 Start Page: 71
Subjects: Risk assessment, Risk management, US, Portfolio management, Economic models
Wilson tabulates the exact loss distribution arising from correlated credit events for any arbitrary portfolio of counterparty exposures, down...
附件: 您需要登录才可以下载或查看附件。没有帐号?我要注册
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2011-7-19 21:09:37
2# xiaobo137



谢谢!

不过你提供给我的文章是《Portfolio credit risk》,不是我需要的。 这篇文章和我google到的Portfolio credit risk一样。
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2011-7-19 21:18:54
3# septown


谢谢帮忙!!

你提供给我的文献不是我需要的,文章的名字、期刊的名字和刊发的时间都不对,不过这么快又这么详细地回复,令人非常感动!!

Wilson, T.C. 写的文章Portfolio credit risk 我已经看过了,在这篇文章的参考文献里,最后两篇就是我急需的文章。


你能在哥大的图书馆查资料,是吗?那帮我看看能否找到刊在《Risk Magazine》上的两篇文章吧,谢谢!!
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