大家在查：分红率银行市值期限错配一级资本存量发行债务成本两非一股独大财产清算日经指数

违约概率

网络PD; Probability of Default, PD; Default Probability

违约概率

网络释义

违约概率

PD

在违约概率（PD）模型的确定上，采用新巴塞尔资本协议的建议方案——以对应口径的客户长期平均违约率作为均值，然后， …

Probability of Default, PD

违约概率（Probability of Default,PD）和违约损失率（LGD）是反映评级对象违约的可能性和违约损失严重程度的信用风险衡 …

Default Probability

它和我们通常所说的违约概率(default probability)的区别在于违约概率是我们立足于今天。比如上面例子中的2012年6月1号，假 …

EDF

期违约概率(EDF)。违约距离DTD是企业资产市场价值与违约点(DP，default point)之差对标准差的倍数企业资产市场价值。

default rate

因此，JLT模型没有依靠泊松过程来描述违约事件，而是以评级转移矩阵来度量违约概率（default rate）。在JLT模型的基础上…

LGD

...D)标准法客户评级违约风险暴露违约损失率(EAD)违约概率(LGD)（PD）违约风险暴风险敞口露(EAD)风险权重银行自行估计 …

例句：

The purpose of this paper is to provide an effective way for China's commercial banks estimating default probability of retail loans .

本文旨为我国商业银行零售贷款违约概率的测算提供一种有效的方法。

How correlated are the default probabilities on bonds issued by our Irish dairy farm and those issued by a software company in Malaysia ?

爱尔兰乳牛场发行的债券和马来西亚软件公司发行的债券，它们之间的违约概率有何关系？

Finally , we get a model of probability of default for an enterprise group's subsidiary companies.

最后，建立了度量企业集团子公司信用风险的违约概率模型。

Default probabilities are admittedly a very complicated subject .

无可否认，违约概率是一个非常复杂的问题。

The structural model is difficult to estimate the threshold , so it is difficult to estimate default probability of retail loan in use of it.

结构模型由于阀值难以估计，致使利用其测算零售贷款违约概率很困难。

Both the primary and the senior IRB Approach want the commercial banks to estimate the default possibility by themselves .

无论是初级的还是高级的内部评级法，都要求银行能够自行估计违约概率。

This paper investigates how to predict default probability applying structural models when domestic banks were faced with noisy information .

研究在有噪音的信息环境下，银行如何利用结构化模型来预测违约概率问题。

In this paper we propose some hazard rate models to analyze default risk by some methods of statistics.

本文通过利用一些在违约风险上有用的生存分析方法，并对违约概率进行估计。

Three of those were rated Ba, Moody's parlance for double-B, which carries a 0 . 77% one-year default rate.

其中三个评级为 Ba ，这是穆迪对 BB 评级的称谓，一年内违约概率为 0 .

Enlightenment on the Evolution of Estimating Models of Default Probability in the Internal Ratings-based Approach

内部评级违约概率度量模型的演进与启示

Noisy information, structural model and bank evaluation of default probability

信息噪音、结构化模型与银行违约概率度量

The Analysis and Measurement of Default-Probability-Based Consumption Credit Risk

基于违约概率的消费信贷风险分析与度量

违约概率

违约概率

PD

Probability of Default, PD

Default Probability

EDF

default rate

LGD

热词推荐

大家在看