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- Evaluation of default probability (DP) is one of the keys to finance risk management in modem commercial banks. 摘要在现代商业银行的信用风险评估中,违约概率度量具有核心地位。
- Copula is a joint default probability essentially, but it including the non-lined factors, so it more suitable to the real world. Copula的本质是一个联合违约概率,但它包含了非线性因素,因此更贴近现实世界。
- We also find that a firm's default probability has a negative relationship to the corporate life cycle, and industrial and macroeconomic cyclicality. 我们也发现公司的违约机率和景气循环呈现负向相关之关系;
- In the light of BSM pricing model,information can be obtained of risk-neutral default probability, actual default probability and the default risk spread. 通过BSM定价模型可获得债券的风险中性违约概率、真实世界违约概率和违约风险价差。
- Because of the information’s incomplete, so we construct a distribution of default probability in advance.This distribution take advantage of the so called Copula theory. 由于信息的不完全性,因此考虑为违约概率提前构建一个分布,用到了所谓的Copula理论。
- risk-neutral default probability 风险中性违约概率
- credit default probability prediction model 信贷违约概率预测模型
- This thesis researches the impact of mortgage curtailment behavior on the subsequent default probabilities. 研究目的是以实证分析房贷资产之借款人 (房贷户) 部分提前还款行为对该资产违约机率的影响。
- He lost the tennis match by default. 他因不出场而输了网球赛。
- In all probability the money will not be paid. 这笔钱很可能是不会偿付的。
- She lost the tennis match by default. 她因不出场而输了这场网球赛。
- In all probability he's already left. 大有希望的候选者、竞争者等。
- I default on the installment payment. 我没有付分期应付的款。
- In default of tools, he uses a knife. 因没有工具,他使用一把刀子。
- There is a little probability of his success. 他不大可能成功。
- The team lost a game by default. 那个队因没有出席而输掉比赛。
- A surprise test is a strong probability. 突然考试很有可能。
- She is, in all probability, from Australia. 她很可能是澳大利亚人。
- Let's both try not to default on our commitments. 让我们双方一起努力,不违反自己的承诺。
- In default of tools, she used a hairpin and a buttonhook. 因没有工具,她使用一支发针及一钮钩。
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