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credit value at risk
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credit value at risk
Encyclopedia
理学
证券组合前沿
释
credit value at risk
信用风险价值度
在一定的置信度(置信水平,记为)下,某一投资或投资组合在未来特定的一段时间(持有期,天或年)内由于信用风险而造成的最大可能损失。
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