Of the three firms, AIG represents their best hope, even though its credit spreads are still at levels that suggest a real risk of default.
尽管AIG的信贷息差水平仍然存在违约的实际风险,但在这三家公司当中,AIG仍是它们最大的希望。
Investors who had assumed an almost equal risk of default among euro-zone countries are now relying on emerging-markets desks to help them understand the credit risks they are taking.
认为欧元区内国家几乎有着同等违约风险的投资者们现在都依赖于新兴市场柜面来分析他们所承担的信用风险。
Credit derivatives, for example, allow investors to separate the risk of default from other risks, such as interest-rate movements.
信贷衍生工具,例如,允许投资者通过在其它风险中分割违约风险,正如利率运作。
The three big credit-rating agencies have overhauled their methods of assessing default risk in the American subprime-mortgage market in the past month.
就在上个月,美国三大信用评分机构针对国内次级按揭市场固有风险的评估理念进行了彻底的检测。
The advent of these new investors may have been responsible for some wild swings in credit spreads (the excess yields paid by companies to reflect the risk of default).
新投资者的出现,部分导致了信用价差(Credit spreads)(公司为补偿违约风险而付出的额外收益)强烈震荡 。
Credit default swaps "didn't cause the problem, but they certainly exacerbated the financial crisis," said Leslie Rahl, President of Capital Market Risk Advisors, a consulting firm in New York.
信用违约互换“没有引起问题,但是他们确实恶化了金融危机。”纽约的一家咨询公司纽约咨询公司主管Leslie Rahl说。
For example, the Universal Credit programme is one of the first 'Digital by Default' services, using an Agile approach to reduce delivery risk and improve business outcomes.
例如,通用信贷系统是第一批“默认数字化”的服务之一,使用敏捷方法以降低交付风险和提高业务成效。
The first is the explosion of credit derivatives, which protect buyers from the risk of default.
第一个是信贷衍生物的爆炸式增长,它保护买方免受违约之风险。
Another way of looking at credit risk is by comparing the LIBOR spread with the premiums charged on Banks' credit-default swaps (CDSs), which measure the risk of default.
另一个观察信用风险的途径:比较伦敦同业拆借率较银行信用违约互换升水的情况,信用违约互换是衡量违约的工具。
So credit default swap can reduce the concentration degree of credit risk in the prerequisite of not influencing the relationship with customers, therefore avoid the credit risks effectively.
因此,信用违约互换可以在不影响与客户的关系的前提下降低风险的集中度,从而有效回避信用风险。
Credit default swaps, he points out, simply allow lenders to offload the risk of a default on a loan to someone else who, for a price, is willing to take on this risk.
他指出,信用违约交换,简单地讲,就是让贷款人卸下贷款的违约风险,转移给一个愿意以某种价格承担这项风险的人。
In recent weeks there has been a rise in both LIBOR (a gauge of Banks' borrowing costs) and the credit-default-swap spreads on bank bonds (the cost of insuring against default risk).
最近几周,LIBOR指数(银行借入成本的指标)银行债权的CDS(信用违约互换)利差(为抵御破产风险所支付的成本)都有所上涨。
Reducing risk: Sophisticated credit scoring systems have reduced the risks of default and foreclosure while enabling the expanded use of automated underwriting systems.
降低风险:复杂的信用评分体系已降低了违约风险和丧失赎取权的风险,而同时可扩大自动保险系统的使用。
The term sub prime refers to the credit quality of particular borrowers, who have weakened credit histories and a greater risk of loan default than prime borrowers.
术语“次级”指的是特殊的贷款者的信贷品质。他们有不良信贷的史例并且比初级贷款者拖欠贷款的风险更高。
Applying structural approach to modeling default risk, the pricing of default risk zero-coupon bond and a credit spread term structure under incomplete information is developed.
运用违约风险评估的结构化建模方法,在信息不完全的情形下推导了风险零息票债券的定价公式,并得到了此时信用利差的期限结构。
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。
The interest of treasure bond is basic interest because it has no credit risk, it cannot be disturbed by default, and only reflects the relationship between yield and term.
由于国债基本上没有信用风险,其利率不受违约风险的干扰,只反映和期限的关系,适合做基准利率。
By comparing two typical statistics methods of default rate, the article found a serious error in the statistics method that will impact on the precision of credit risk measurement.
对两种典型的坏帐率统计方法进行比较,发现传统的统计方法存在很大的误差,从而影响信用风险的测定精度。
Prices of Argentina's credit-default swaps, a gauge of credit risk, rose to their highest-ever level.
阿根廷的信贷风险的一种度量信用违约互换的价格(这是信贷风险的一种度量)上升到史无前例的高度。
The forth chapter analyze the credit default risk of the consumer and then recommend the methods of the risk control of auto financial company.
第四章,从博弈论的角度分析了消费者的信贷违约风险,从而提出汽车金融公司的风险控制手段;
Due to the Treasury of the debtor is country, its repayment guarantee is the national fiscal revenue, so it is almost no credit default risk, financial market risk minimum credit instruments.
因国库券的债务人是国家,其还款保证是国家财政收入,所以它几乎不存在信用违约风险,是金融市场风险最小的信用工具。
In the case of considering the influence of the default probability, the paper establishes a credit risk decision model and gives corresponding credit risk d.
在考虑拖欠还款概率存在的影响下,建立了信贷风险决策模型,给出了相应的信贷风险决策机制。
How to fully accurate reflect default dependence in loan portfolio credit risk measurement, is the the focal point of current academic research and practical applications.
如何在贷款组合信用风险度量中充分准确的反映违约依赖性,是当前学术研究和实践应用中的重要问题之一。
For bank the credit risk management have two aspects. One is to manage the default of single borrowers and the other is to manage risk of the whole bank, which takes lots of loan as one portfolio.
对银行来讲,信用风险管理有两个层次,第一个层次是对单个贷款者的违约风险管理,第二个层次是整个银行的经营风险管理,把诸多的笔贷款看成一个组合。
However, the importance of the money lent will be lost because borrower default (credit risk) from a portfolio of loans has increased.
但是,由于借款人贷款组合违约情况(信用风险)增高,所借款项的重要性便今非昔比了。
Incomplete information model is one of the most advanced credit risk model to calculate default rate. It believes that the information investors can get from markets is incomplete.
不完全信息模型是现代计量信用风险违约概率最前沿的理论,它认为投资者从市场上获得的信息并非完全信息。
As debtor's default risk, credit risk has become the uppermost risk of the economic and financial system in our country.
作为债务人可能违约的风险,信用风险已成为我国经济及金融系统中最主要的风险。
Credit Swap/Credit Default SwapA swap that allows the transfer of credit risk of a security to a third party, responsible for payment of principal and interest on default.
信用互换/ 信用违约互换能够将有价证券的信贷风险转移给第三方的互惠信贷、对拖欠的本息支付负责的互换。
Credit Swap/Credit Default SwapA swap that allows the transfer of credit risk of a security to a third party, responsible for payment of principal and interest on default.
信用互换/ 信用违约互换能够将有价证券的信贷风险转移给第三方的互惠信贷、对拖欠的本息支付负责的互换。
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