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حسابداری و مالی::
نرخ نکول
Default risk can be measured using two approaches: (1) Actuarial methods, which provide "objective" (as opposed to risk-neutral) measures of default rates, usually based on historical default data, and (2) Market-price methods, which infer from traded prices the market's assessment of default risk, along with a possible risk pre- mium.
Section 19.2 then examines credit ratings, describing how historical default rates can be used to infer default probabilities.
19.2 Default Rates
19.2.2 Historical Default Rates
Tables 19-3 and 19-4 display historical default rates as reported by Moody's and Stan- dard and Poor's, respectively.
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