default probabilities造句
例句與造句
- This measure looks at risk-neutral default probabilities from credit default swap spreads.
- The Merton structural default probabilities were first offered by KMV LLC in the early 1990s.
- Another study using PSCF default probabilities was released in June 2013 by the Mercatus Center.
- Others with increased default probabilities were wireless communications companies, chemical makers and forest product and container companies.
- The yield of a debt instrument is generally linked to the credit worthiness and default probability of the issuer.
- It's difficult to find default probabilities in a sentence. 用default probabilities造句挺難的
- Default probabilities may be estimated from a historical data base of actual defaults using modern techniques like logistic regression.
- Probability Distribution around mean default probability of 10 %, N = 100, rho of 0 % and 10 %.
- And default probabilities also jumped in the telecommunications sector during that time, to 44.4 percent from 42.6 percent.
- More surprising, information technology has also been hit, with default probabilities rising to 12.3 percent from 6.9 percent.
- Moody's put Ukraine's credit rating to swap markets rated Ukraine's default probability over the next five years at 50 percent.
- Kamakura Corporation, where Robert Jarrow serves as director of research, has offered both structural and reduced form default probabilities on public companies since 2002.
- The default probabilities are then scaled to a " credit score . " This score ranks clients by riskiness without explicitly identifying their probability of default.
- The use of lower case symbols distinguishes these ratings from KBRA s Long-Term Credit Ratings, which address both default probability and severity of loss.
- For retail and unlisted company exposures, default probabilities are estimated using credit scoring or logistic regression, both of which are closely linked to the reduced form approach.
- Default probabilities may also be estimated from the observable prices of credit default swaps, Fitch or Moody's Investors Service for estimating PDs from historical default experience.
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