初级内部评级法允许银行自行估计和确定客户的违约率(Probability of default,PD),而高级内部评级法在此基础上又允许估算违约客户的违约风险暴露 (Exposure at defaul...
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初级内部评级法允许银行自行估计和确定客户的违约率(Probability of default,PD),而高级内部评级法在此基础上又允许估算违约客户的违约风险暴露 (Exposure at defaul...
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一个公司的预期违约率 expected default frequency ; EDF
人的违约概率 Probability of Default
的违约后损失率 Loss Given Default ; LGD
的累积违约率 cumulative default rate
违约下的损失率 Loss of Given Default ; LGD
使他人获益的效率违约 negative damages
和违约下的损失率 LGD ; Loss ofGivenDefault
总的违约率仅0.3%。
公立大学毕业生的违约率为6%,高于07年的5.9%。
And those graduating from public colleges defaulted at a rate of 6%, an increase from 5.9%.
最近3年的违约率非常低,这也是公司债券息差如此窄的原因。
That default rate has been very low over the past three years, a big reason why corporate-bond spreads have been so narrow.
Default rates are shooting up and valuation of securitized subprime mortgages have crashed and it's throwing turmoil all over the financial community.
违约率飞速上升,对于次级抵押贷款的估值也失效了,这还导致了整个金融系统的混乱
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