1
حسابداری و مالی::
احتمال نکول، احتمال نکول
Hence, sharpening the VaR bounds by considering the presence of dependence informa- tion (constrained case) is of great practical relevance but also difficult to do because, as pointed out before, knowledge of the joint default probabilities is not in reach practically.
, the effective loss in case of default) and a default probability.
The default probability is denoted by pi:
In this regard, we point out that financial institutions typically use models that allow specification of default probabilities and default correlations.
However, whilst default probabilities and correlations together reveal the level of all pairwise default probabilities (i.e.،Hence, sharpening the VaR bounds by considering the presence of dependence informa- tion (constrained case) is of great practical relevance but also difficult to do because, as pointed out before, knowledge of the joint default probabilities is not in reach practically.
, the effective loss in case of default) and a default probability.
The default probability is denoted by pi:
In this regard, we point out that financial institutions typically use models that allow specification of default probabilities and default correlations.
However, whilst default probabilities and correlations together reveal the level of all pairwise default probabilities (i.e.
واژگان شبکه مترجمین ایران