And then, the one form of credit risk of corporate bond, the credit spread is to be analyzed in two ways.
紧接着着重分析企业债券信用风险的表现之一——企业债券的信用利差风险。
Credit spread is the difference of yields between corporate and national bond that has the same due time.
这里信用价差指的是期限相同、到期日相同的企业债和国债收益率之间的差额。
The large difference between credit spread and expected default losses draws more and more attentions to "the credit spread puzzle".
企业债的信用价差和预期违约损失之间的巨大差异,正在引起人们对“信用价差之谜”的日益关注。
Secondly, based on the domestic bond market, we show an in-depth theoretical analysis about factors of credit spread of corporate bonds.
其次,立足于本国债券市场,对我国企业债券信用价差的影响因素进行了深入的理论分析。
The empirical research shows that the model can predict more credit spreads than existing models and explain the credit spread very well.
实证研究表明该模型可以得出比现有模型更高的信用溢价,能很好地解释信用溢价之谜。
Finally, we carry out an empirical research by constructing two models, which studies the credit spread factors from the macro-economic and the micro business.
最后,实证研究构建了两个模型,分别从宏观经济方面和企业自身经营的微观方面研究了其对信用价差的影响。
The fall was triggered by the sell-off in the China A-share market, the reversal of Yen carry trade as well as a rebound in the emerging markets credit spread .
但是由于美国房贷病以惊人的速度飞速从信贷市场的一个角落蔓延到另一个角落,使得货币市场基金这些应该很稳固的产品居然都产生了痉挛。
Credit risk premium is the differences between the yields of corporate bonds with credit risk and Treasury bill relatively with no credit risk (that "s credit spread)."
信用风险溢价是指具有信用风险的企业债券的收益与相对无信用风险的国债的收益之间的差异(即信用价差)。
In this thesis, we will study the credit spread in order to understand the credit risk of corporate bonds, and to promote the credit risk management in the bond market.
本文通过研究企业债券的信用价差,来认识企业债的信用风险,有利于债券市场信用风险的管理。
There are many major credit derivatives types such as credit default swap, total return swap, credit default options, credit spread options and credit-linked note and so on.
信用衍生工具的主要品种有信用违约互换、总收益互换、信用违约期权、信用利差期权、信用联系票据。
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。
Before the crisis in the world, the United Kingdom, Ireland, Spain, the credit spread of a serious real estate bubble, real estate prices in Germany is basically a horizontal line.
在全球危机前,英国、爱尔兰、西班牙等国信用泛滥、房地产泡沫严重,而德国的房地产价格基本上是一条水平线。
The broad geographical spread of rising unemployment reflects the extent to which a recession generated by the credit crunch has taken casualties throughout the private sector.
增加的失业人口在地理位置上的广泛分布在一定程度上反映这场由信贷危机引起的经济危机也殃及了私人企业。
All this has lowered the premium, or spread, on credit derivatives.
这些因素或压低了信用衍生工具的费用,或缩小了利差。
The credit for the true cause (or more precisely the true proportional mix of causes) will spread horizontally through the web until the trigger of a particular event is essentially unknowable.
真正的起因(或者更确切地说,由一些要素混合而成的真正起因),将在网络中横向传播开来,最终,触发某一特定事件的原因将无从获知。
In October, the BBC Business website reported how as the credit crunch spread feelings of fear and powerlessness, some are turning to humour as the only escape.
BBC商业网曾在10月报道了信贷紧缩如何在人们中间传播恐惧感和无力感,于是有些人转而把幽默当作唯一的逃避方法。
The downgrade pushed up the interest-rate spread on ten-year Greek bonds to 2.5 percentage points over German Bunds, the safest euro-zone credit.
评级的降低推动了希腊与德国十年期债券的利率差达到了2.5%,后者被认为是欧元区最安全的信贷方式。
The rot can spread from housing to other areas, such as commercial property and credit-card debt.
房地产市场的动荡还会蔓延到其他领域,如商业地产和信用卡债务。
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。
'the impact of the credit crisis has started to spread to emerging markets,' Mr. Young, GM's chief financial officer, said Thursday in an interview with reporters.
通用汽车首席财务长杨世杰在周四接受记者采访时说,信贷危机的影响已开始蔓延至新兴市场。
Yet just because credit risk is more evenly spread does not necessarily mean the system as a whole is safe.
然而信贷风险更均匀的分布并不一定意味着整个银行系统是安全的。
The fund dealt only in mortgage-backed securities with top-notch credit-ratings, and not the subprime market, indicating how far the credit crisis has spread.
这家基金公司只从事具备顶尖评级的有抵押证券的交易,并未涉及次贷市场,这表明信用危机的波及面已何其深远。
Oil and other commodities have offered a key profit alternative for large investment banks in the past year as the credit crunch spread to many other parts of their business.
过去一年中,随着信贷危机蔓延至大型投行的很多业务领域,石油等大宗商品成了他们关键的盈利业务。
He said: "When the credit crunch first started in the U."S., and spread to Europe, there was a widespread belief in the Indian market that it was not going to be affected.
他说:“当信用危机从美国开始,蔓延到欧洲时,大多数人都相信它不会影响到印度市场。”
Problems that originated in the credit markets and first showed up in the area of subprime mortgages have spread throughout our financial system.
问题源自信贷市场,并首先反映在次优级贷款抵押的范围已经扩散到了我们的整个金融体系。
Keeping prices from rising further are concerns that the credit crisis that began in the U. S. last year has spread to other developed countries and may undermine global demand for crude.
由于忧虑去年在美国开始爆发的信贷危机已经扩散到其他发达国家,可能会逐渐削弱全球的原油需求,阻止价格进一步上涨。
EVEN now, not every central banker is terribly impressed by the gravity of the financial crisis that has spread from Western banks to the emerging world's shares, currencies and credit markets.
即使是现在,并不是所有的央行都对已经从西方银行向新兴世界的股票,货币和信贷市场蔓延开来的经济危机的压力留有十分深刻的印象了。
From South Korea to Iceland to Brazil, the pandemic has spread, bringing with it a tightening of credit that has starved even healthy companies of finance.
从韩国到冰岛到巴西,它像全球流行病一般蔓延,随之而来的是严格的赊购制度,即使是财政情况健康的公司也苦于不能贷款。
From South Korea to Iceland to Brazil, the pandemic has spread, bringing with it a tightening of credit that has starved even healthy companies of finance.
从韩国到冰岛到巴西,它像全球流行病一般蔓延,随之而来的是严格的赊购制度,即使是财政情况健康的公司也苦于不能贷款。
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