1) default hazard rate
违约风险率
2) Probability of breach
违约风险概率
3) default risk
违约风险
1.
Application research on corporate default risk assessment based on cross-entropy algorithm;
交叉熵算法在企业违约风险评估中的应用研究
2.
Analysis of the supply chain s default risk based on the satisfaction model;
基于满意度模型的供应链违约风险分析
3.
Credit decision model including default risk parameter;
含违约风险参量的信贷决策模型
4) credit risk
违约风险
1.
Actuarial Measurement Methods of Bank s Credit Risks;
银行违约风险的精算计量方法
2.
The Studying and Managing about Credit Risk of Mortgage-Backed Securitization in China;
中国住房抵押贷款证券化违约风险及其防范
3.
Using option pricing method,this article obtained a new pricing model of convertible bond with credit risk.
利用期权定价方法对可转换债券进行定价,并得到了一个考虑违约风险的可转换债券定价新模型。
5) risk-neutral default probability
风险中性违约概率
1.
This paper provides an expression for calculating risk-neutral default probability, which (is based) on state variables of a firm s assets, liabilities and capital structure in a structural approach.
风险中性违约概率对具有违约风险证券定价起着很重要的作用。
6) Default risk-adjusted short-term interest rates
违约风险调整短期利率
补充资料：违约风险
违约风险——
违约风险又称信用风险，是指证券发行人在证券到期时无法还本付息而使投资者遭受损失的风险，它通常针对债券而言。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条