1) Default risk-adjusted short-term interest rates
违约风险调整短期利率
3) default hazard rate
违约风险率
4) Probability of breach
违约风险概率
5) 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
6) 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。
补充资料:违约
违约,未能履行合约;迟延履约;不履约; Default
定义:
1. 未能在到期时准时还本付息。
2. 未能根据交易所要求履行期货合约。
当债务人未能按时偿付债务证券(debt securities)的本金或利息,或是未履行债务契约书(indenture)有关条件,则债权人可对债务人的财产进行索赔。
说明:补充资料仅用于学习参考,请勿用于其它任何用途。