...违约率;KMV模型;信用风险 Abstract: On the base [gap=605]Key words: non-performing loans ratio; expect default frequency; KMV model; credit risks ...
基于128个网页-相关网页
预期违约率 Expected Default Frequency ; EDF
期望违约率 Expected Default Frequency ; EDF
违约机率 Probability of Default ; default probability ; PD
违约损失率 Loss Given Default ; LGD ; Loss Rate Given Default ; L o s s Gi v e n De
一个公司的预期违约率 expected default frequency ; EDF
是违约率 Probability of Default ; PD
的违约率 Probability of Default ; PD
理论期望违约率 TEDF
估计违约率 Expected Default Frequency ; EDF
KMV requires historical default data and mapping between DD (default distance) and EDF (expected default frequency).
KMV需要历史违约数据,需要建立违约距离DD与预期违约率的映射。
参考来源 - 信用风险管理模型的比较研究However, the drop of default rate is the essential requirement, but not the adequate requirement.
尽管如此,违约率降低到一定程度仅是信贷行为出现的必要条件,而不是充分条件。
参考来源 - 信用信息共享和中国征信模式选择研究And then as the key and start of credit risk measurement, the probability of default has been paid special attention to.
违约率是信用风险度量的关键和出发点,因而违约的判别指标的研究也受到国内外学者的关注。
参考来源 - 判别企业违约的财务指标研究·2,447,543篇论文数据,部分数据来源于NoteExpress
近年极低的公司违约率肯定会上升。
Corporate default rates, stunningly low in recent years, are sure to rise.
总的违约率仅0.3%。
这会影响违约率吗?
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
应用推荐