The article adopts structure method to measure Chinese listing companies default distance, recovery rate and credit spread and come into being an integrated and serial judge with long time data collection and massive samples.2.
采用结构法,以我国数据度量上市公司违约距离、回收率和信用价差,计算时间跨度长、样本多,形成了对整体情况和时间序列的判断。
参考来源 - 信用风险度量及其与宏观经济关系研究And then, the one form of credit risk of corporate bond, the credit spread is to be analyzed in two ways.
紧接着着重分析企业债券信用风险的表现之一——企业债券的信用利差风险。
参考来源 - 企业债券：信用风险与市场监管研究·2,447,543篇论文数据，部分数据来源于NoteExpress
以上来源于: WordNet
The spread between them is the credit spread of the corporate bond.
二者之间的差额即是企业债券信用价差。
And then, the one form of credit risk of corporate bond, the credit spread is to be analyzed in two ways.
紧接着着重分析企业债券信用风险的表现之一——企业债券的信用利差风险。
Credit spread is the difference of yields between corporate and national bond that has the same due time.
这里信用价差指的是期限相同、到期日相同的企业债和国债收益率之间的差额。
应用推荐