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基于CPV模型的商业银行信用风险宏观压力测试 被引量:1

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摘要 近几年进入经济增长"新常态"后,我国经济增长追求质与量的双赢,经济增速的下滑伴随着高质量"去杠杆"的压力使得银行业风险的进一步积累加剧。本文在梳理我国商业银行信用风险生成机制的基础上,运用蒙特卡罗模拟技术,剖析商业银行在宏观经济下滑和房地产价格下跌的压力测试。
作者 马菁菁
机构地区 广东白云学院
出处 《商场现代化》 2020年第11期126-128,共3页
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