How to construct the credit risk model of default probability model?
如何构建违约概率模型等信用风险模型体系？
This will reflect the expected default probability and recovery date for the reference entity; see Chapter 13.
这将反映预期违约概率和恢复日期参考实体；参见第13章。
Internationally, it has formed two kinds of basic methods for the choice of variables of the default probability model.
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。
Meanwhile, it also confirms that default probability is linked to economy closely. When the economy worsens, default increases;
并且，证实房地产信贷违约率和宏观经济状况紧密相连，当经济恶化时，房地产信贷违约率上升；
This paper investigates how to predict default probability applying structural models when domestic Banks were faced with noisy information.
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。
In the case of considering the influence of the default probability, the paper establishes a credit risk decision model and gives corresponding credit risk d.
在考虑拖欠还款概率存在的影响下，建立了信贷风险决策模型，给出了相应的信贷风险决策机制。
If the probability of observing a car in 30 minutes on a highway is 0.95, what is the probability of observing a car in 10 minutes (assuming constant default probability)?
在公路上如果每30分钟开过一辆车的概率是0.95，那么在十分钟内开过一辆车的概率是多少(假设默认的概率不变)？
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.
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。
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.
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；
But the agencies argue that their ratings are designed to measure the probability of default, not to recommend the purchase of individual securities or to predict market prices.
但是信贷机构争辩说他们的评级只能衡量违约率的可能性，而并不对个别的证券提出买进的建议，也不能预测市场价格。
Brokers say the price implies a 40% probability of default in the next five years.
经纪商说，这个价格表示未来五年内违约的可能性为40%。
Ratings are based on the probability of default so they are absolute, not relative; in theory, all countries could default on their debts.
信用级别建立在违约可能性的基础之上，因此级别是绝对的而非相对而言的；理论上说，所有的国家都有可能违约。
And most problematic, there's no easy way to assign a single probability to the chance of default.
最成问题的是，没有简单的方法来指定一个单一的概率。
By default, this level is set to 0.20, and so there is a twenty percent probability that any given node will change its value and color.
默认情况下，这个标准设置为0.20，这样任意给定的节点就有百分之二十的可能会改变其值和颜色。
The second level—Caculating of 'Probability of Default(PD)'.
第二层次—“违约概率”的计算。
In order to overcome the interference and reduce code error probability, we take the measure to improve it in software and convenient for the default informations management.
为了克服移动通信带来的干扰，提高误码率，提出了软件抗干扰措施，完成了地面系统的故障信息管理。
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.
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。
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。
This paper presents a credit risk management models-probability of default (PD) model.
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.
本文主要介绍了一种信用风险管理模型——违约概率（PD）模型。
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