第二层次—“违约概率”的计算。
The second level—Caculating of 'Probability of Default(PD)'.
如何构建违约概率模型等信用风险模型体系？
How to construct the credit risk model of default probability model?
这将反映预期违约概率和恢复日期参考实体；参见第13章。
This will reflect the expected default probability and recovery date for the reference entity; see Chapter 13.
在国际上，对违约概率模型变量的选择上形成两种基本方法。
Internationally, it has formed two kinds of basic methods for the choice of variables of the default probability model.
运用随机过程理论，建立了一类新兴技术企业违约概率的度量模型。
Using the stochastic analysis theory, the measurement models of the default probabilities of the emerging technology enterprises have been built up.
本文主要介绍了一种信用风险管理模型——违约概率（PD）模型。
This paper presents a credit risk management models-probability of default (PD) model.
另外，对于非上市公司违约概率的估计本文也介绍了可供参考的模型。
Then we also introduce the models of estimating the PD of SME.
研究在有噪音的信息环境下，银行如何利用结构化模型来预测违约概率问题。
This paper investigates how to predict default probability applying structural models when domestic Banks were faced with noisy information.
但最后承担损失的那部分CDO的评级却很高，因为CDO包内所有债务人同时违约概率极低。
That piece had alow rating. But the piece at the top, which would take the last losses, wasrated AAA—a reflection of how unlikely it was that allthe loans in the CDO would default at once.
本文评述了联合违约概率和信用风险证券定价的三种分析范式：结构范式、简约范式和信息不完备范式。
In this paper, we review the structural, reduced form and incomplete information approaches to estimating joint default probabilities and prices of credit sensitive securities.
考虑违约损失率与违约概率的相关性。(5)与RAROC结合研究我国商业银行的经济资本配置方法。
Consider the relativity between Loss Given Default and Probability of Default. (5) Study on the collocation of economic capital of our country's commercial Banks combining with RAROC.
该文给出了在结构方法中基于公司资产、债务和资本结构等状态变量的一个风险中性违约概率计算表达式；
This paper provides an expression for calculating risk-neutral default probability, which (is based) on state variables of a firm's assets, liabilities and capital structure in a structural approach.
不完全信息模型是现代计量信用风险违约概率最前沿的理论，它认为投资者从市场上获得的信息并非完全信息。
Incomplete information model is one of the most advanced credit risk model to calculate default rate. It believes that the information investors can get from markets is incomplete.
研究存货质押贷款中，当信贷人对借款人质押前违约概率信息不对称时，考虑借款人信号发送行为时对借款人的甄别。
On inventory pledge loan, creditor can screen on borrowers with asymmetric information of ex ante default possibility, when taking into account borrowers' signaling action by acquiring a credit score.
文章对违约概率、违约损失率、违约敞口、期限因素以及违约相关性等信贷资产组合信用风险的风险因子的度量进行了综合研究。
In this article, the author presents his studies in measuring such credit risk factors as default possibility, default loss, default exposure and maturity and default...
信用风险是商业银行面临的主要风险，信用风险的度量模型有专家判断法、信用评分法、神经网络分析法以及现代违约概率模型等。
Credit risk is the main risk taken by commercial Banks. Credit risk measurement models include Expert Judgment, Credit Scoring, Neural Network Analysis as well as Modern Default Probability model.
在一家国际评级机构大幅下调对乌克兰的评级以及信贷违约掉期溢价显示出70%的违约概率之后，乌克兰坚持认为自己拥有足够的资金来避免违约的发生。
Ukraine insists it has the funds to avoid default, in the wake of a sharp downgrade by an international ratings agency and CDS spreads that suggest a 70% likelihood of default.
我来贷的创始人兼首席执行官龙沛智称，申请如果是在凌晨1点至早上6点之间提交的，还款违约的概率就会高一些。
Those filed from 1 and 6 a. m. have a higher correlation with repayment default, according to Simon Loong, the founder and chief executive of WeLab.
这事实上是一个典型的定量研究模型，模型回答了违约以多大的概率发生，因此可以用于信用风险管理。
The model answer how much the probability when the default occur, so it can be used in credit risk management.
这事实上是一个典型的定量研究模型，模型回答了违约以多大的概率发生，因此可以用于信用风险管理。
The model answer how much the probability when the default occur, so it can be used in credit risk management.
应用推荐