Risk assessment of credit securities: The notion and the issues

机译：信用证券的风险评估：概念和问题

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Assessing risk associated to structured financial products requires processing information about diverse risk factors. Some information comes from the different sources directly in aggregated form, so that it is not possible to estimate the correlation among different risk components. In this paper we argue that Secure Multiparty Computation could be used to merge the information from the different sources so as to compute more accurately the overall risk profile of securitized assets, thanks to the use of reliable information from the individual sources, but without disclosing the information from each source. Our simple model for securitization can solve in many cases information asymmetries between lenders and borrowers.

机译：评估与结构性金融产品相关的风险需要处理有关各种风险因素的信息。有些信息直接以汇总形式来自不同来源，因此无法估计不同风险成分之间的相关性。在本文中，我们认为安全多方计算可用于合并来自不同来源的信息，以便更准确地计算证券化资产的整体风险状况，这要归功于使用了来自各个来源的可靠信息，但没有披露来自每个来源的信息。我们简单的证券化模型可以在许多情况下解决贷方和借方之间的信息不对称问题。

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来源
《Digital Ecosystems Technologies (DEST), 2012 6th IEEE International Conference on》|2012年|p.1- 5|共5页
会议地点 Campione dItalia(IT)
作者
Cimato Stelvio; Damiani Ernesto; Gianini Gabriele;
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作者单位

Dipartimento di Informatica, Università degli Studi di Milano, via Bramante 65, 26013 - Crema (CR), Italy;

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会议组织
原文格式 PDF
正文语种 eng
中图分类计算技术、计算机技术;人工智能理论;
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Risk assessment of credit securities: The notion and the issues

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