By means of such default ratio model, not only default companies and credit companies can be recognized successfully, but also default action can be predicted one and a half years in advance.
结果表明,基于期权定价理论的违约率模型不但能够有力的识别违约公司和非违约公司,而且可以提前1.5年反映公司的违约状况,具有较好的预测能力。
参考来源 - 信用风险度量中财务指标的选择·2,447,543篇论文数据,部分数据来源于NoteExpress
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