AIG believed the risk of default was low on many securities it insured.
AIG相信在其承险的众多有价证券中,违约风险是很低的。
And they should look at house prices and the price of liquidity (defined as the interest spread on corporate bonds that is not attributable to the risk of default) as well.
同时也应该关注房产和流动资产(不受违约风险影响的公司债券的利息)的价格。
These instruments allow investors to hedge the risk that a country reneges on its debt and let others bet that such a default will happen.
这些手段允许投资者规避主权违约风险,而另一方赌的就是发生违约。
Rating agencies systematically underestimated default risk on vast amounts of debt, resulting in puffed-up prices and a surfeit of issuance.
信贷评级机构常常低估大额贷款的违约风险,致使价格不切实际的上涨和大规模发行。 ---》评级机构在大量债务上系统性的低估违约风险,。。。
On February 18th he pledged $75 billion to reduce the mortgage payments of homeowners at risk of default.
他冒着可能失败的风险在2月18日宣布将提供750亿美元的资金以减轻业主按揭贷款支付的压力。
Yields on some sovereign bonds seem to offer little protection against the risk of future inflation or default.
一些主权债券的收益率似乎能对未来通胀及违约的风险提供一些保护。
The cost of insuring sovereign debt against default has risen across the board, and for countries thought particularly at risk, bond yields are on a firm upward march.
主权债务违约的保险成本已经全面上升,对于那些被认为特别危险的国家,其债券收益也正处在坚定的上行之中。
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。
Most of these threats stem from the rising risk of default by some countries in the euro zone and the knock-on damage to the European Banks that hold their bonds.
这些威胁大都源于欧元区一些国家拖欠债务的风险加剧还有来自那些持有这些国家债券的欧洲银行遭受的撞击。
Going short on bonds by buying a CDS contract carries limited risk but unlimited profit potential; by contrast, selling credit default swaps offers limited profits but practically unlimited risks.
通过买入CDS合约来做空债券,风险很有限,利润潜力却是无限的;与之相反,出售CDS只能带来有限的收益,风险却几乎是无穷尽的。
Another idea is to increase the capacity for providing liquidity to countries on the periphery that seem solvent, yet risk being caught in the fallout from a Greek default.
另一个方案是,提高对外围区那些尚有还债能力的国家提供流动资产的能力,在希腊违约的影响下,这些国家也透露出违约的气息。
Investors who had assumed an almost equal risk of default among euro-zone countries are now relying on emerging-markets desks to help them understand the credit risks they are taking.
认为欧元区内国家几乎有着同等违约风险的投资者们现在都依赖于新兴市场柜面来分析他们所承担的信用风险。
Under a CDS, one party seeks to protect itself against the default of a bond issuer by paying an annual sum—the equivalent of an insurance premium—to someone else who wants to take on the risk.
在信用违约掉期条款下,一方为了保护自己免受国债发行者债务违约的风险,支付一定年费(相当于保险费)给第三方,让第三方来承担相应的风险。
CDS spreads on even the biggest Banks have also surged in recent days, indicating the risk of default, while low, has risen.
最近几天,即便是最大的几所银行,CDS的价差也在上升,这就意味着违约的风险,虽然依然低,但是已经在上升。
Some buyers of Greek debt may still think the interest rewards on offer are worth the default risk, but they seem to be a diminishing band.
一些希腊债券的购买者可能仍然认为高利率值得他们承担高风险,但这样的人越来越少。
Banks paid insurers such as AIG to take on the risk that their assets would default, which saved them having to put capital aside as the regulations required.
银行向美国国际集团这样的保险公司支付费用,由后者为其承担自身资产违约的风险,此举使得银行不用按照规制的要求储备部分资本。
The Fed, not the Banks, bears the risk of any default on the paper.
联储,而不是银行,承担了票据违约的风险。
In recent weeks there has been a rise in both LIBOR (a gauge of Banks' borrowing costs) and the credit-default-swap spreads on bank bonds (the cost of insuring against default risk).
最近几周,LIBOR指数(银行借入成本的指标)银行债权的CDS(信用违约互换)利差(为抵御破产风险所支付的成本)都有所上涨。
Besides market risks, Goldman also assesses credit risks, based on whether a counterparty might default on a loan or fail to honour a derivative contract, and liquidity risk.
除了市场风险,高盛也评估业务相对方拖欠贷款或衍生合同违约所带来的信用风险,以及流动性风险。
Credit default swaps, he points out, simply allow lenders to offload the risk of a default on a loan to someone else who, for a price, is willing to take on this risk.
他指出,信用违约交换,简单地讲,就是让贷款人卸下贷款的违约风险,转移给一个愿意以某种价格承担这项风险的人。
Basing on the analysis of those models, this paper studies the default risk valuation model, investigates reset option with random time.
本文在分析了重置期权与带违约风险的期权定价模型的特点基础上,研究了随机时间的重置期权的定价问题。
The application of competing risk model in the pricing of housing mortgage-backed securities is discussed based on measuring models of prepayment and default.
在阐述提前偿付与违约风险测量模型的基础上,探讨了竞争风险模型在住房抵押贷款证券定价过程中的应用。
Considering that credit risk and market risk is well correlated, gave the pricing model of credit default swap based on the COX process.
基于信用风险和市场风险密切相关,提出了基于COX过程的信用违约互换定价模型。
Chapter iv from the perspective of information economics, risk of default exists on the causes and solutions for qualitative analysis.
第四章从信息经济学的角度对违约风险存在的原因和解决方法进行了定性分析。
Credit Swap/Credit Default SwapA swap that allows the transfer of credit risk of a security to a third party, responsible for payment of principal and interest on default.
信用互换/ 信用违约互换能够将有价证券的信贷风险转移给第三方的互惠信贷、对拖欠的本息支付负责的互换。
Because lenders expected to be able to sell on the risk of default to someone else, they lent too easily.
由于贷款方可以将违约风险转嫁给其他人,他们提供贷款就变得很随意。
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;
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;
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