The third level-'Measure of Credit Risk'.
第三层次—“个人信用风险度”的预测。
Another way of looking at credit risk is by comparing the LIBOR spread with the premiums charged on Banks' credit-default swaps (CDSs), which measure the risk of default.
另一个观察信用风险的途径:比较伦敦同业拆借率较银行信用违约互换升水的情况,信用违约互换是衡量违约的工具。
This paper, on the basis of studying the net settlement system, lists the measure and evaluation models of liquidity risk and credit risk in the net settlement system.
在对净额支付系统清算规则进行上述分析的基础上,探讨了净额支付系统中流动性风险和信用风险的测量与评估方法。
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