English translation for "probability of default"
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- 拖欠概率
Related Translations:
- Example Sentences:
| 1. | Comparative study on development evolution of probability of default measurement models of enterprise for commercial banks
商业银行的企业违约概率度量方法发展沿革及比较研究 | | 2. | Examining the impact of negative equity on the probability of default on mortgage loans and the positive correlation between residential mortgage default risk and the loan - to - value ratio
研究负资产对按揭贷款拖欠还款风险概率的影响，以及住宅按揭贷款拖欠还款风险与按揭成数之间正向的相互关系。 | | 3. | Its kernel is also the method of calculating the capital adequacy ratio . they suggest banks use the internal rating based approach ( irb ) . as we know , the probability of default ( pd ) is the most important in the approach ' s four risk factors , so our issue is to calculate pd
协议中提出的内部评级法( internalratings - basedapproach ,以下可简称irb法)成为人们讨论的焦点,而在内部评级法的四大风险要素中,违约概率又是其中的核心变量。 | | 4. | It uses factor analysis method and dualistic relative comparative method to account the ability place of a loan enterprise in its industry , which can confirm the station in its industry better . by using time series model to forecast an enterprise ' s cash flow in the future , we can measure the repayment ability of an enterprise . by using logit model to account the probability of default for a loan enterprise , we can estimate the possibility of its default
运用因子分析法和二元相对比较法计算贷款企业在本行业中的财务能力排名，更好地确定其在本行业中的地位；运用时间序列模型预测企业未来的现金流量，从而测度贷款企业未来的还款能力；运用logit模型计算贷款企业的违约概率，估计其违约的可能性；从贷款企业的行业风险、经营风险、管理风险、借款人还款意愿等方面对贷款企业的非财务因素进行分析。 | | 5. | The basle accord ii encourages the bank to establish irb and develop risk measurement and management model . the bank can input risk elements that include probability of default , loss given default , maturity and exposures into the risk weight functions that are provided by basel committee and obtain the capital requirement
2004年6月,巴塞尔银行监管委员会公布了最终定稿的新协议,在保留银行资产外部评级方式的同时,鼓励大银行建立内部评级体系和开发风险度量模型,允许银行通过内部评级确定风险函数计量加权风险资产。 | | 6. | Then , according to the actualities of domestic quantitative research on credit risk , the ratio of non - performing loan , which is used to evaluate the quality of commercial bank ' s loan portfolio , is firstly related with the probability of default , which is one of core conceptions in most credit risk measurement models . then this paper proposes that the prediction of the ratio of non - performing loan be substituted for the evaluation of the probability of default
其次，基于我国信用风险研究成果的现状和信用风险量化研究所具备的客观条件，首次将我国商业银行中用来衡量贷款质量的一项重要指标? ?不良贷款率与各种风险度量模型中所广泛使用的违约率这一概念相联系，并提出在我国目前不具备建立和运用各种风险度量模型条件的前提下，在信用风险的量化研究中可以将不良贷款率的预测代替对违约率的估算。 | | 7. | What ' s more , the credit enterprises are not in a closed system , they would be inevitably influenced and confined by macroeconomic and market environments . according to the current domestic situation , and based on previous domestic studies with only financial ratios , this paper extends the logit regression model by integrating financial and non - financial factors , considering lag of macroeconomic factor and eliminating interindustry effect for the prediction of financially distressed firms . the proposed eight - factor index system is used to calculate the probability of default
鉴于传统的以财务因素分析为主的企业信用风险研究的局限性,将信用风险因素分析作为研究重点之一,采用因子分析和逐步判别分析相结合的方法,在综合考虑财务和非财务因素的基础上,分别建立了基于原始财务指标(模型i ) 、行业相对财务指标(模型ii ) 、行业相对财务指标和非财务指标(模型iii ) 、行业相对财务指标和考虑宏观滞后影响的非财务指标(模型iv ) logit回归模型,并运用国内相关数据进行了实证,最终作者提出的8参数指标体系将用以进一步测算企业的违约概率。 |
- Similar Words：
- "probability of coverage" English translation, "probability of crossover" English translation, "probability of damage" English translation, "probability of deck wetness" English translation, "probability of dectection" English translation, "probability of delay" English translation, "probability of detection" English translation, "probability of detonation" English translation, "probability of discharge" English translation, "probability of dying" English translation
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