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searching for Probability of default 17 found (67 total)

Risk metric (238 words) [view diff] exact match in snippet view article find links to article

aspect of perceived risk to investigate, such as volatility or probability of default. In a general sense, a measure is a procedure for quantifying something

Internal ratings-based approach (credit risk) (2,595 words) [view diff] exact match in snippet view article

as defined by the Basel II accord Estimate the risk parameters—probability of default (PD), loss given default (LGD), exposure at default (EAD), maturity

Enterprise value (1,238 words) [view diff] exact match in snippet view article find links to article

cash. It can be demonstrated that enterprise value depends on the probability of default (the rating) and works as a "negative growth rate" in the future

Spencer Gifts (1,919 words) [view diff] case mismatch in snippet view article find links to article

Inc.'s ("Spencer") B2 Corporate Family Rating ("CFR") and B2-PD Probability of Default Rating ("PDR") following the company's announcement of a debt-financed

Edward Altman (764 words) [view diff] exact match in snippet view article find links to article

banking institutions throughout the world in order to quantify the probability of default of their lending portfolios. He compared owning the debt vs. equity

Covered bond (1,453 words) [view diff] exact match in snippet view article find links to article

issuer's rating is used as a reference point (CB anchor) from which a probability of default for the issuer's payment obligations is derived. Financial instruments

World Green Building Council (1,859 words) [view diff] exact match in snippet view article find links to article

exploring the link between energy efficiency and borrower's reduced probability of default and the increase in value of energy efficient properties. World

Wrong way risk (275 words) [view diff] case mismatch in snippet view article find links to article

Illustration of the correlations between Exposure and Probability of Default

Risk aggregation (1,221 words) [view diff] exact match in snippet view article find links to article

Monte-Carlo-Simulation (in German). p. 2. Gleißner, Werner. "Cost of capital and probability of default in value-based risk management". Management Research Review. 11/2019:

Credit Benchmark (694 words) [view diff] case mismatch in snippet view article find links to article

International CEO, Michael Sherwood. The company began collecting Probability of Default (PD) and forward-looking senior unsecured Loss Given Default (LGD)

Education Management Corporation (5,464 words) [view diff] case mismatch in snippet view article find links to article

investment". New York Post. "Moody's revises Education Management's Probability of Default Rating to D-PD". January 7, 2015. Education Management files Chapter

Risk assessment (9,067 words) [view diff] exact match in snippet view article find links to article

involves understanding the dynamic behavior of risk parameters such as probability of default, exposure at default, and loss given default. These are not treated

Joseph Stiglitz (14,022 words) [view diff] exact match in snippet view article find links to article

with Jonathan Orszag, and Peter R. Orszag, Stiglitz asserted "the probability of default by the GSEs [Government-Sponsored Enterprises] is extremely small"

TeamHealth (2,616 words) [view diff] exact match in snippet view article find links to article

Moody's downgraded TeamHealth's bond rating to B3-CFR and B3-PD probability of default citing its dispute with its largest payor source, United Healthcare

List of datasets for machine-learning research (14,619 words) [view diff] exact match in snippet view article find links to article

comparisons of data mining techniques for the predictive accuracy of probability of default of credit card clients". Expert Systems with Applications. 36 (2):

Janet Tai Landa (2,659 words) [view diff] exact match in snippet view article find links to article

identify this person, understand his/her history, and assess his/her probability of default. In this sense, identity carries a reputation; on the other hand

NAV lending (2,598 words) [view diff] exact match in snippet view article find links to article

spreading risk across a broader set of underlying assets, reducing the probability of default due to the underperformance of a single portfolio investment.