probability of default meaning in Chinese
拖欠概率
Examples
- 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 - 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。 - 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。 - 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。 - 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。