温哥华代写：金融市场风险

1996年1月，基于银行监管的巴塞尔委员会通过了一项新的资本要求，以覆盖银行交易活动所产生的市场风险敞口。这种资本框架的要求有很多值得注意的地方，因为这是在最初的时候，监管最低资本要求可以作为衡量风险的银行机构内部模型结果的基础(Crouhy et al.， 2000)。因此，与以往的监管资本制度相比，最低监管资本的要求具有关键的可比性。这些都有其基于风险暴露的统一监管措施的基础。银行业和监管机构对这些模型提供了支持，因为它们是针对风险估计的。这似乎有可能导致对资本的指控。

温哥华代写：金融市场风险

这将更准确地反映出银行真正的风险敞口。从这个角度来看，信用风险模型的目的在于估计未来银行投资组合中信用损失的概率分布。第一步是建立信用风险模型(Crouhy等，2000)。这就在于定义了信用风险模型被设计为捕获的损失概念，并将其与衡量损失程度的上下文联系起来。在损失定义上，一般模型分为两类，包括衡量仅由违约模式引起的损失的模型，第二类是包含了信用质量较低的损失和收益的模型，以及伴随违约而来的极端变化。显然，默认模式的模式是一种受限的多状态方法版本，某些模型的设计是为了根据损失定义产生估计损失。

温哥华代写：金融市场风险

In the year 1996, January, banking supervision based Basel committee adopted a newer capital requirement set for covering the exposures of market risk that arise from trading activities in the banks. Such requirements of capital framework had much notability, as this was for the initial time that regulatory minimum requirements of capital could have their basis over the result of banking institutions inner models to measure risk (Crouhy et al., 2000). Therefore, the requirements of capital with minimum regulation stood in key comparison to prior regimes of regulatory capital. These had their basises over risk exposure based uniform regulatory measure. The banking industry as well as supervisors offered their support to these models as they were specific to the risk estimates. This seemed to have likeliness to leading towards charges of capital.

温哥华代写：金融市场风险
This would be more accurate reflecting true exposure of risk for the bank. From this perspective, the credit risk model purpose lies in estimating the future probability distribution for losses of credit over the portfolio of a bank. The initial step lies in credit risk model construction (Crouhy et al., 2000). This lies in defining the loss concept that the credit risk models are designed to capture along with the context on which measure of loss is done. With regard to the loss definition, generally the models fall into 2 categories inclusive of models measuring the loss that solely arises from default modes, and the second category is models incorporating losses and gains coming from less credit quality extreme changes along with defaults. The paradigm of default mode, clearly, is a restricted multistate approach version and certain models are such that they are designed for producing estimates of loss depending upon the loss definitions.