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。
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.
两个国家都以欧元借债,中间的率差是投资者对爱尔兰信用风险评估的参照。
Both countries borrow in euros, so the gap is a rough guide to how creditworthy investors consider Ireland to be.
对两种典型的坏帐率统计方法进行比较,发现传统的统计方法存在很大的误差,从而影响信用风险的测定精度。
By comparing two typical statistics methods of default rate, the article found a serious error in the statistics method that will impact on the precision of credit risk measurement.
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