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QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES
4 个回复 - 960 次查看 QUADRATIC TERM STRUCTURE MODELS FOR RISK-FREE AND DEFAULTABLE RATES 2004 Li Chen, Damir Filipović, H. Vincent Poor QUADRATIC TERM STRUCTURE MODELS FOR RISK‐FREE AND DEFAULTABLE RATES - Chen ...2023-4-16 03:19 - happydude - 求助成功区

Moody's：Annual Default Study: Corporate Default and Recovery Rates, 1920-2015
4 个回复 - 6076 次查看 2016-6-27 14:06 - ininin1 - 投资人（实务版）

基础课信用风险Credit Risk Management ：19个部分全面讲解Default and Recovery Rate
0 个回复 - 310 次查看基础课信用风险Credit Risk Management ：19个部分全面讲解(.wmv),全部资料大小37.8GB+ Section 3 Introduction of Credit Risk Section 2 The Credit Analyst Section 19 Risk Mitigation Techniques Se ...2023-4-10 07:59 - Mama-2022 - 现金交易版

Corporate Default and Recovery Rates, 1920 - 2017
0 个回复 - 798 次查看穆迪测算违约率文章2023-2-28 14:04 - lz120bc - Forum

Darrell Duffie的Measure Corporate Risk Default
3 个回复 - 1342 次查看如题，转需，大家共同努力2021-7-7 19:20 - 要做小乖鼠123 - 金融学（理论版）

求助文献Creditors’ Rights and Strategic Default: Evidence from India
2 个回复 - 597 次查看【作者(必填)】Prasanna Tantri 【文题(必填)】Creditors’ Rights and Strategic Default: Evidence from India 【年份(必填)】2020 【全文链接或数据库名称(选填)】https://www.journals.uchicago.edu/do ...2020-12-28 14:14 - savagexu - 求助成功区

Annual Default Study Corporate Default and Recovery Rates, 1920-2016
1 个回复 - 2998 次查看 2018-12-14 14:47 - 江南道口 - 数据分析与数据挖掘

Effect of Liquidity on the Nondefault Component of Corporate Bond Spreads：Evide
1 个回复 - 606 次查看 Effect of Liquidity on the Nondefault Component of Corporate Bond Spreads：Evidence from Intraday Transactions Data2018-7-24 14:08 - sfbzx - 金融学（理论版）

Improving response rates in web surveys with default setting The effects of defa
3 个回复 - 1076 次查看【作者(必填)】Jin L 【文题(必填)】Improving response rates in web surveys with default setting The effects of default on web survey participation and permission 【年份(必填)】2011 【全文链接或数 ...2015-5-29 08:31 - tuming468 - 求助成功区

A non-default rate regression model for credit scoring
3 个回复 - 691 次查看【作者(必填)】Gladys D. C. Barriga1, Vicente G. Cancho2 and Francisco Louzada 【文题(必填)】A non-default rate regression model for credit scoring 【年份(必填)】2015 【全文链接或数据库名 ...2017-1-23 07:13 - vincenhe - 求助成功区

Moody’s Corporate-Default and Recovery Rate 1920-2022
0 个回复 - 370 次查看求Moody’s Corporate-Default and Recovery Rate 1920-2022 的excel檔2023-4-8 11:52 - 囍洋洋 - 悬赏大厅

sas程序中有一段：generate default data，这段语句有什么含义？
2 个回复 - 1522 次查看在处理数据的sas程序中，出现了有一段： generate default data； data file（compress=yes）； set..; 的语句，我想知道前两行语句的含义。2016-8-4 20:50 - beizer - SAS专版

Commercial Bank Net Interest Margins, Default Risk, Interest-Rate Risk
3 个回复 - 2396 次查看【题名】：Commercial Bank Net Interest Margins, Default Risk, Interest-Rate Risk, and Off-Balance Sheet Banking 【作者】：Lazarus Angbazo 【期刊名称】：Journal of Banking and Finance 【 ...2010-12-28 15:54 - choice17 - 求助成功区

Commercial bank net interest margins, default risk, interest-rate risk, and off-
2 个回复 - 671 次查看【作者(必填)】Lazarus Angbazo 【文题(必填)】Commercial bank net interest margins, default risk, interest-rate risk, and off-balance sheet banking 【年份(必填)】1997 【全文链接或数据库名称(选填) ...2015-10-8 17:27 - david80886 - 求助成功区

求Measuring Corporate Default Risk
1 个回复 - 840 次查看 Measuring Corporate Default Risk Darrell Duffie2014-2-17 11:49 - kingvern - 悬赏大厅

Moody's default and recovery rate database
0 个回复 - 1609 次查看穆迪的违约和损失数据库，如果有比较完整的，重金酬谢，奖1000论坛币，现金购买也可以，私信联系2014-12-5 00:05 - zizizhuzhu0320 - 数据求助

Multiperiod Corporate Default Prediction – A Forward Intensity Approach
6 个回复 - 2055 次查看【作者(必填)】Jinchuan Duan, J. Sun and T. Wang 【文题(必填)】Multiperiod Corporate Default Prediction – A Forward Intensity Approach,” 【年份(必填)】2012 【全文链接或数据库名称(选填)】htt ...2013-5-4 15:03 - johnzi0128 - 求助成功区

The_Corporate_Default_Probability_model_in_the_Barclays_Capital_POINT_platform
0 个回复 - 1043 次查看 The Corporate Default Probability model in the Barclays Capital POINT platform (POINT CDP) We describe our second generation default prediction methodology that delivers forward-looking estimates of ...2014-5-6 23:55 - wnan - 金融学（理论版）

书：Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets
3 个回复 - 2315 次查看 Optimal Portfolios with Stochastic Interest Rates and Defaultable Assets [平装] Holger Kraft (作者) 分享我的评价 | 天天低价·正品质优 | [hr] ...2014-1-10 20:53 - rmatrix - 金融工程（数量金融）与金融衍生品

什么是累积违约率（cumulative default rate）
1 个回复 - 17834 次查看什么是累积违约率（cumulative default rate）？怎么的出来的？第一年违约率是A，第二年是B，是不是说在第二年中的违约率是B-A呢？请教。2014-1-25 21:00 - wjve - CFA、CVA、FRM等金融考证论坛

Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-S
1 个回复 - 888 次查看【作者(必填)】Jow-Ran Chang, Mao-Wei Hung, and Feng-Tse Tsai 【文题(必填)】Cross-Market Hedging Strategies for Credit Default Swaps under a Markov Regime-Switching Framework 【年份(必填)】2012 ...2013-12-6 14:37 - 迷途mitu - 求助成功区

自己整理的Moodys corporate recovery and default rates
1 个回复 - 1670 次查看 1982-2012, annual data2013-7-22 13:01 - 小痴 - 数据交流中心

Pricing Corporate Defaultable Bond using Declared Firm Value
1 个回复 - 640 次查看【作者(必填)】 Hyong-Chol O, Jong-Jun Jo, Chol-Ho Kim 【文题(必填)】Pricing Corporate Defaultable Bond using Declared Firm Value 【年份(必填)】2011 【全文链接或数据库名称(选填)】2013-7-4 22:01 - ssylzz - 求助成功区

Pricing Corporate Defaultable Bond using Declared Firm Value
1 个回复 - 1063 次查看【作者(必填)】Hyong-Chol O, Jong-Zun Jo 【文题(必填)】Pricing Corporate Defaultable Bond using Declared Firm Value 【年份(必填)】 (Submitted on 15 Feb 2013 (v1), last revised 25 Feb 2013 (this ...2013-6-27 23:15 - ssylzz - 求助成功区

【vip官方300币】Real interest rates and the default rates on high-yield bonds
3 个回复 - 1144 次查看 Fridson, M., C. Garman, and S. Wu, 1997, Real interest rates and the default rates onhigh-yield bonds, Journal of Fixed Income 7, 27-34. 【作者(必填)】【文题(必填)】【年份(必填)】【全文链 ...2012-9-19 15:43 - pertain - 求助成功区

pls find paper: Measuring Default Accurately by Sobehart etc 2001
0 个回复 - 1046 次查看【作者(必填)】Sobehart JR, Keenan SC 【文题(必填)】Measuring Default Accurately 【年份(必填)】2001 【全文链接或数据库名称(选填)】Risk 14, PP. S31-S332012-8-24 07:36 - johnzi0128 - 文献求助专区

穆迪[Moody]报告-Corporate Default and Recovery Rates, 1920-2008
9 个回复 - 4760 次查看 This report comprises Moody's twenty-second annual default study in which we update statistics on the default, loss, and rating transition experience of corporate bond and loan issuers for 2008, as we ...2009-8-25 14:41 - poorsol - 金融学（理论版）

Liquidity Premia in the Credit Default Swap and Corporate Bond Markets
0 个回复 - 1500 次查看 Liquidity Premia in the Credit Default Swap and Corporate Bond Markets2009-12-19 21:46 - fushengbin - 论文版

[下载]Default & Recovery Rates of Corporate
4 个回复 - 2135 次查看 Default & Recovery Rates of Corporate Bond Issuers A Statistical Review of Moody's Ratings Performance 1970-2001<p ...2009-5-7 22:38 - zhengshengchen - 金融工程（数量金融）与金融衍生品

请达人指教，default rate是什么？
4 个回复 - 19375 次查看不晓得这是个什么东西，请高手帮忙解答一下？最好简单解释一下。多谢！希望大家不要觉得这个问题太弱？2005-3-23 01:08 - trumanlee - 金融学（理论版）

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