Pressure measurement method for non-standard investment project

The invention discloses a pressure measurement method for a non-standard investment project, and the method comprises the following steps: S1, constructing a mutual relation between a macroeconomic factor and an industry adverse loan rate for a creditor's right investment plan, and adjusting an...

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Hauptverfasser: CAO NAIJIA, WEI YUXIANG, PAN YINJIE, CHEN JUAN, ZHOU JINGHAN, XU SANYAO
Format: Patent
Sprache:chi ; eng
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Beschreibung
Zusammenfassung:The invention discloses a pressure measurement method for a non-standard investment project, and the method comprises the following steps: S1, constructing a mutual relation between a macroeconomic factor and an industry adverse loan rate for a creditor's right investment plan, and adjusting an internal rating credit default rate through the change amplitude of the industry adverse loan rate caused by the change of the macroeconomic factor, thereby obtaining a creditor's right investment plan; and finally obtaining expected loss amounts under different pressure side scenes. And S2, for the equity investment plan, adjusting the industry equity price drop by increasing the success probability of the growth stage of the PE investment object, and carrying out revaluation to obtain the loss amount under different growth stages and different historical drop pressure side scenes. According to the non-standard investment project pressure measurement method provided by the invention, the loss amount under different pr