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基于CreditMetrics模型的Var方法计算 被引量:2
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作者 谭畅 朱玉林 《经济问题》 CSSCI 北大核心 2009年第5期106-108,共3页
近期全球金融市场呈现出前所未有的波动性和脆弱性,各国金融监管当局和金融机构都在不断强化和完善对风险的管理。基于CreditMetrics模型,确定了一种能够根据信贷资产的具体情况,方便、快捷地量化风险的通用计算方法。该方法通过明确设... 近期全球金融市场呈现出前所未有的波动性和脆弱性,各国金融监管当局和金融机构都在不断强化和完善对风险的管理。基于CreditMetrics模型,确定了一种能够根据信贷资产的具体情况,方便、快捷地量化风险的通用计算方法。该方法通过明确设定信用等级转移矩阵,估算未来不同信用等级下的贷款远期价值以及推导贷款价值变动的远期分布,对单笔贷款的信用风险进行了具体的量化分析,有利于各金融机构对信贷资产的风险识别、业绩评估和对金融创新业务风险的监管。 展开更多
关键词 VAR CREDITMETRICS模型 信用等级转移矩阵
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Radiation-Induced Degradation in Polymeric Materials:Alterations in Physical-Chemical Properties and Their Effects on Electrical Performance of Insulation Systems
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作者 Simone Vincenzo Suraci Davide Fabiani 《High Voltage》 2026年第1期150-169,共20页
This paper investigates the effects of radiation on polymeric materials used as insulation systems in electrical equipment such as cables for nuclear and particle accelerator applications.After a detailed description ... This paper investigates the effects of radiation on polymeric materials used as insulation systems in electrical equipment such as cables for nuclear and particle accelerator applications.After a detailed description of the physics of radiation-induced damage in the polymeric matrix,a comprehensive analysis of the physical-chemical and electrical properties of aged materials is carried out,ranging from the microscopical ones(e.g.,variation in crystallinity)to macroscopical ones(e.g.,mechanical and electrical properties).In particular,significant attention is given to the electrical tests aiming at investigating the impact of free charges and radicals,induced by radiation,on conductivity and permittivity variations of the studied insulation system.The results show that electrical properties may successfully be correlated with state-of-the-art condition monitoring techniques,for example,oxidation level and mechanical resistance,suggesting the possibility to use electrical quantities as a diagnostic method for the nondestructive evaluation of the electrical equipment ageing state. 展开更多
关键词 radiation induced degradation electrical polymeric materials polymeric matrixa electrical equipment nuclear particle accelerator applicationsafter physical chemical properties insulation systems
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