English translation for "expected default frequency"
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- 预计违约频率
Related Translations:
- Example Sentences:
| 1. | Expected default frequency
预计违约频率 | | 2. | The research of predicting financial distress in chinese listed firms based on expected default frequency model
基于期望违约率模型的上市公司财务困境预警研究 | | 3. | Supposing the company ' s value satisfies a certain probability distribution , then , we can calculate the company ' s value in the future as well as its connotative undulation basing on the relationship and a certain option pricing formula , which is based on the supposing talked above . further , we can calculate the company ' s expected default frequency . by now , the goal to measuring the company ' s credit risk has realized
如果假设公司价值波动服从某一概率分布，那么根据与此概率分布相对应的期权定价公式，以及股票价格波动率与公司资产价值波动率之间的函数关系，即可求出公司未来某个时点的期望价值及其隐含波动率，并进一步计算出此时点公司违约的概率，由此便实现了对公司信用评级的目的。 | | 4. | In light of market risk , there are sensitivity measurement method and volatility measurement method as well as the concepts about risk measurement , such as variance , duration , 3 - coefficient , 5 - coefficient and value at risk . and in light of credit risk , there are accounting - based ratio measurement method and volatility - based measurement method , as well as the related concepts , such as credit rating , z - score , transition matrix , expected default frequency
其中，针对市场风险度量的方法包括灵敏度测量风险方法和波动性测量风险方法，与之相关的风险度量概念有方差、持续期、系数、类系数和在险价值；针对信用风险度量的方法包括基于财务比率的风险测量方法和基于波动性的风险测量方法，与之相关的风险度量概念有信用评级、 z分数、转换矩阵、违约频率。 |
- Similar Words：
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