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1、外文翻译原文AnalyzingConcentrationRiskMaterialSource:AlgorithmicJanuary2009Author:DianeReynoldsConcentrationrisks,particularlyconcentrationsincreditrisk,haveplayedakeyroleinthefinancialinstabilityofthebankingsectorin2008.Thispaperexaminesdifferentobjectivesinmanagingcreditconcentration
2、risk.Thesuitabilityofdifferentmeasuresandpresentationtechniquesisdiscussedandillustratedinthecontextofacasestudy.Wealsolookdeeperinto"measures",examiningthecontributionsandinteractionsofmigration,nameandsectorconcentrationriskontheportfolio.Thehistoricexperienceindicatedthatthelo
3、anconcentrationdegreeriskcausesoneofbankcrisis'sprimarycauses.Loanconcentrationdegreeriskbothw让hsinglepenlargequantitycreditexpositionrelated,andiscloselyrelatedwiththeCommercialbankeachkindofloan'sbetweenrelevance,willhavetheimportantinfluencetothebankcreditriskaswellastheeconom
4、icalcapital.Becausetheloanisthebankmostimportantproperty,usuallyinthesituationloanstheconcentrationdegreeriskisthebiggestriskwhichthebankfacesiscentralized,theloanconcentrationdegreeriskmainlystemsfromthreeaspectreasons:First,largequantitysoleriskexposition(customercentralism);Se
5、cond,tooconcentrates(professioncentralism)tothespecificprofession;Third,betweentheborrowerthedirectcommerciallinkorindirectlythelatentlossinterdependencewhichcausesthroughthecreditrisksslowrelease.Dealswiththeloanconcentrationdegreerisk.Althoughcreditconcentrationdegreerisk'sdest
6、ructivenesshasbeenwidelyapprovedbythefield,butbecausetheloanconcentrationdegreeriskrsMeasurementTechniqueisnotverymature,thereforethenewcapitalagreementhasnotsettheexplicitcapitalrequestandthegaugingdevicetotheloanconcentrationdegreerisk.Underfirstpropframe,creditriskscapitalrequ
7、estgaugingdeviceincludingstandardsactandinternalratinglaw(IRB).IftheCommercialbankusesthestandardsact,thesingleloan'scapitalrequestisdecidedbyborrower'sexteriorrating,theloancombinationcapitalrequestwasequaltothatallloancapitalrequestthesimplefooting,hasnotrelatedwiththiscombinat
8、ion'sconstitutionandthecharacteristic.In
