1
اقتصاد::
احتمال نکول
Hence, a rise in collateral value, following a policy rate cut, decreases the probability of default of agents, which banks will respond to by granting more loans.
(2009) compute the probability of default for each loan and con-
However, the probability of default and the default event to which it is related are eliminated in the traditional for- mula, since it is based on some unrealistic simplifications and assump- tions.
Aside from the problem of data unavailability, the EDF is measured as a probability of default, in contrast to the DD, which is a quantile in the estimation of the proba- bility of default.
The original concept of the Z-score issues from the probability of default definition, where the default event occurs when current
واژگان شبکه مترجمین ایران