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。
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.
现金流分析则包括环境分析、违约率和回收率预测、信用提升水平估计和压力测试。
The cash flow analysis mainly includes environments observation, EDF, recovery rates forecast, the estimation of credit enhancement and stress tests.
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