One aspect of this application might need to obtain current market data about the firms referenced in credit default swap trades.
该应用程序的一个方面可能需要获得关于信用违约掉期交易中引用的公司的当前市场数据。
That at any rate is the market view, according to the price of a credit-default swap which pays out if the borrower defaults (see chart).
至少,这是市场的看法,这是根据如果借款人违约而需要支付的信用违约掉期的价格而得出的结论(见图表)。
Some suggest using credit-default-swap prices, but these too can exacerbate market swings.
有人建议使用信用违约掉期价格,但是这种做法也会加剧市场的动荡。
Considering that credit risk and market risk is well correlated, gave the pricing model of credit default swap based on the COX process.
基于信用风险和市场风险密切相关,提出了基于COX过程的信用违约互换定价模型。
As China suffers a rise in company defaults and an increase in corporate 1 downgrades, the need for a credit default swap 2 market in the country has become more pressing.
中国的企业违约和企业评级下调增多之际,它对信用违约互换(CDS)市场的需要已变得愈发迫切。
Investors who once regarded Italian bonds as a safe asset now worry about everything from the integrity of the credit-default-swap market to a possible break-up of the single currency.
曾经把意大利债券视为安全资产的投资者们现在忧心忡忡,担心信用违约交换市场的可信性、单一货币的崩溃可能,以及所有其他事情。
Investors who once regarded Italian bonds as a safe asset now worry about everything from the integrity of the credit-default-swap market to a possible break-up of the single currency.
曾经把意大利债券视为安全资产的投资者们现在忧心忡忡,担心信用违约交换市场的可信性、单一货币的崩溃可能,以及所有其他事情。
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