• 1. Expected Default Frequency: 预期违约频率 | 模型 | 预期违约率 | 期望违约率
• 2. expected default frequency model: 期望违约率模型
• 3. expected united default frequency: 预期联合违约概率

• 1.The expected default frequency of listed companies can be measured, which is identical with the change of the listed companies' credit quality.
  上市公司的预期违约频率与该公司的信用资质变化吻合，并载有公司未来前景的情报性信号。
  dict.yoduao.com
• 2.The KMV Model, which is based on Merton′s option pricing theory, is applied to get the expected default frequency and default loss of the loan.
  运用基于期权定价理论的KMV模型来得到公司的预期违约率和违约损失，从而能合理地确定贷款利率。
  dict.yoduao.com
• 3.The research comes to a conclusions : (1) The stock price fluctuation of listed companies is obviously related to its expected default frequency, and the relation is negative;
  研究结果表明：（1）上市公司的股票价格波动与该公司的预期违约频率显著相关，且呈负相关关系；
  dict.yoduao.com

©2026 网易公司