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
Conditional Default Probability 条件违约机率
default probability model 违约概率模型
joint default probability 联合违约概率
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
If the probability of observing a car in 30 minutes on a highway is 0.95, what is the probability of observing a car in 10 minutes (assuming constant default probability)?
在公路上如果每30分钟开过一辆车的概率是0.95，那么在十分钟内开过一辆车的概率是多少(假设默认的概率不变)？
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？
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。
应用推荐