kmv的近义词

The detail of the design of pool is: the given non-performing asset is first categorized and then each group of asset is combined according to KMV Portfolio model. The minimum risk combination of asset pool under certain expected yield will be obtained.

该方案的主要内容如下：将进入不良资产进行分组，然后利用KMV资产组合模型对各组资产进行组合，求得一定预期收益率水平下的资产池最小风险组合；

KMV model regard the equity of company as European call option, the value of the assets of the company as the underlying assets, a level of debt as the execution price, debt maturity as the option exercise date.

KMV模型将公司权益看作欧式看涨期权，以公司资产价值作为标的资产，某一债务水平作为执行价格，债务到期日为期权执行日。

It is essential that the expected loss rate is the risk premium derived by KMV model.

其中关键的预期损失率即是由KMV模型推导计算出的风险报酬率。