其研究结果显示信用违约传染(default contagion)的变化,将导致原先无违约债权人信用价差急速跳跃上升(jump upward),尤其在Clayton copula下,这一跳跃幅度与事前违约(pre~...
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...强度动态模式,亦即可推估个别债务人的存 活机率与信用价差之动态过程,其研究结果显示信用违约之传染扩张(default contagion)变化,将导致原先无违约债权人之信用价差急速跳跃上升(jump upward),尤其在Clayton copula 下,此一跳跃幅度与事前违约(pre-def...
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credit crisis default contagion 信用违约风险传染
credit default risk contagion 信用违约传染
credit default risk contagion model 信用违约传染建模
Thirdly, this dissertation use Fault Tree Analysis (FTA) to evaluate the credit riskof parent and subsidiary company, and discuss the process of default contagion.
再者,针对企业集团成员企业之间的股权控制关系,本文用故障树分析法分析企业集团母公司的信用风险评估,以便描述和刻画企业集团内母子公司之间的违约传染过程。
参考来源 - 企业集团成员企业的违约相关性与信用风险度量研究·2,447,543篇论文数据,部分数据来源于NoteExpress
And whatever the rules say, the eu would surely find a way to rescue a small country within the euro zone, as the potential contagion after a default would be so severe.
不管规定是怎么说的,欧盟肯定会找到一个办法来拯救欧元区内的一个小国,因为一旦一个国家发生主权违约,潜在的传染性会非常严重。
While technically a default, the loss would not be an outright repudiation of Greece's debt and the contagion could, in theory, be contained.
从技术上说,违约造成损失,但将不是希腊债务的全部赖账,理论上,可以控制住蔓延。
What makes default unpalatable is the fear of contagion—that if Greece were allowed to go under, the cost of borrowing for other troubled euro members would shoot up.
破产不受欢迎是因为怕其蔓延开来--若任由希腊破产,其它处于困境中的欧元区成员国借贷成本将上升。
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