风险管理（杨一民）.pptVIP

1 介绍 PNC It used to be a bank, but now (曾经叫做银行,但现在是…) 介绍Risk Analytics Now, back to our topics 两个热门话题 Two Current Hot Topics The Game(新游戏) Credit Risk, more specifically (信用风险) Credit Derivatives (信用衍生品) The Game Field (新环境) New Regulatory Environment, more specifically (新监管要求) Basel II (巴塞尔协议) Credit Risk Credit Derivatives What is Credit Derivative什么是信用衍生品 What is Credit Risk (什么是信用风险) The risk that a company is unable/unwilling to make promised payment (不能按时支付) What are Credit Derivatives (什么是信用衍生品) Financial products that price transfer credit risk (用于转移信用风险的金融产品) Credit D