债券的信用价差反影其发债体的违约机率 (Default Probability) 及该债券的持有人在发债机构倒闭后的回本率(Recovery Rate)。一般而言,高违约机率意味高信用价差,而高回本率则会降低信用价差。
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Probability of Default 违约机率 ; 违约概率 ; 拖欠概率
Conditional Default Probability 条件违约机率
joint default probability 联合违约概率
default probability model 违约概率模型
default probability density 违约概率密度
expected default probability 预期违约概率
According to this assumption , the paper build a dynamic game model between the cluster alliance and the member company. In this model, default probability, default penalties and loss of reputation are three key factors.
依据这一设想,本文运用博弈论和信息经济学、产业组织理论的基本分析方法,构建一个分析集群组织联盟与成员企业之间稳定性的动态博弈模型,运用进入退出和违约惩罚机制,分析了违约率、违约惩罚、声誉损失三个影响稳定的关键因素,印证了在集群内部能够形成稳定联盟的假设。
参考来源 - 中小企业集群融资研究·2,447,543篇论文数据，部分数据来源于NoteExpress
How to construct the credit risk model of default probability model?
如何构建违约概率模型等信用风险模型体系？
This will reflect the expected default probability and recovery date for the reference entity; see Chapter 13.
这将反映预期违约概率和恢复日期参考实体；参见第13章。
Internationally, it has formed two kinds of basic methods for the choice of variables of the default probability model.
在国际上，对违约概率模型变量的选择上形成两种基本方法。
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