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)?
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?
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。
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。
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;
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。
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。
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