信用损失 meaning in Chinese
credit loss
Examples
- Precision pricing credit derivatives is its one of preconditions of exertion of efficiency of financial . pricing credit derivatives must at first choose the measure model of credit loss , default model of credit event , the model of rate of recovery payments and the uncertainty of mean of default rate . second , it is critic to choose one of structural model , intensity model and hybrid model for pricing credit derivatives
合理定价信用衍生品是其发挥金融效率的前提之一,定价信用衍生品必须首先考虑信用损失的计量范式、信用事件的违约范式、残值率的模型化方式和违约率均值的不确定性等方面;其次,还要确定具体的定价模型方式:结构化模型、强度模型或"杂合方式" 。