... Credit risk 信用风险---因合约一方或多方不能履行合约规定的金融债务,而导致的持有某个特定合约或合约组合的金融损失风险。 Credit spread 债券息差 Creditwatch 债信观察 ...
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而所谓的信用价差(Credit Spread) 是指某种资产与相应的无信用风险资产的收益率差额。而这种收益率差额其实表 现了标的资产的信用变化情况,因为:在市场利率变动...
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Credit Spread Option 期权 ; 信用价差选择权 ; 信用利差期权 ; 第三类是信用价差期权
Credit spread risk 信用价差风险 ; 利差风险 ; 信用风险差风险溢价
Credit Spread Options 信用价差选择权 ; 期权 ; 信用利差期权 ; 利差期权
credit spread approach 信用利差方法
european credit spread option 欧式信用价差期权
fair credit spread 估计合理之信用价差
credit spread swaps 信用利差互换
Credit-spread instruments 信用利差工具
The article adopts structure method to measure Chinese listing companies default distance, recovery rate and credit spread and come into being an integrated and serial judge with long time data collection and massive samples.2.
采用结构法,以我国数据度量上市公司违约距离、回收率和信用价差,计算时间跨度长、样本多,形成了对整体情况和时间序列的判断。
参考来源 - 信用风险度量及其与宏观经济关系研究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。
参考来源 - 企业债券:信用风险与市场监管研究·2,447,543篇论文数据,部分数据来源于NoteExpress
以上来源于: WordNet
The spread between them is the credit spread of the corporate bond.
二者之间的差额即是企业债券信用价差。
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。
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