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。
Compare this to the failure of Lehman's unregulated credit default swaps and non-cleared interest rate swaps, which triggered chaos in the market because these contracts were not centrally cleared.
相比之下,雷曼未受监管的信贷违约互换和非清算利率互换合约则引发了市场的混乱,因为这些合约没有进行集中清算。
The high interest rates charged by credit card companies are a result of a multitude of factors, but the greatest factor is the high default rate on these types of products.
信用卡公司收取高额利息率是多种因素共同作用的结果,其中最大的因素是信贷的高拖欠率。
In order to assess this, we looked at the difference between the interest rate and default rate (as a proxy for profit).
为了评估这个,我们观察了利率与违约率之间的差别(作为盈利代理指数)。
What is the default spread and interest rate associated with this rating?
什么是默认的蔓延和利息率与此相关的评级?
The Steering Committee recommends mortgage lenders to specify the default rate of interest in the facility letter.
统筹委员会建议按揭贷款人在贷款函件内列明违约利率。
The engineers designed derivatives and securitisations, from simple interest-rate options to ever more intricate credit-default swaps and collateralised debt obligations.
工程师设计出金融衍生物并把资产证券化,从简单的利率期权到错综复杂的信用违约互换和担保债务凭证。
The interest rate for interest on arrears on default of payment is 5%, subject to proof of greater loss by the supplier or slighter loss by Weidmuller.
延迟付款利息为5%,但认为损失大于该罚息的由供应商提供证据证明,认为损失小于该罚息的由魏德米勒提供证据证明。
Many of the subprime mortgages that have driven up the default rate went bad in their first year or so, well before their interest rate had a chance to go higher.
尽管很多人认为,今年住房贷款违约和止赎事件频发的主要原因是利率不断调整,但事实却并非如此。在推动违约率的次级抵押贷款中,很多第一年前后的状况就已经很糟糕了,此时距其利率调高时间尚远。
A pricing model of corporation bond is built up, default assumed as a stochastic intensity process and related to risk-free interest rate.
在考虑企业债券违约风险的情形下,首先将违约看作具有不确定性的随机强度过程,对违约风险进行了建模。
Loan and Interest; Default Rate.
贷款和利息,违约罚金比例。
In terms of adjustable-rate loan, the rise of the market interest rate may force the debtor to default because the increment of monthly repayment exceeds the debtor's financial ability.
对于可调整利率贷款,市场利率提高可能导致借款人因月还款额增加、超出负担能力而被迫违约。
In case of single-factor interest rate models, there is only one state variable, the default-free instantaneous interest rate.
单因子利率模型中,只设定一个状态变量,即无违约风险的瞬时利率。 瞬时利率的运动变化决定了整个利率期限结构的运动变化。
In case of single-factor interest rate models, there is only one state variable, the default-free instantaneous interest rate.
单因子利率模型中,只设定一个状态变量,即无违约风险的瞬时利率。 瞬时利率的运动变化决定了整个利率期限结构的运动变化。
应用推荐