Examples of 'probability of default' in a sentence
Meaning of "probability of default"
Probability of default refers to the likelihood or chance that a borrower or debtor will fail to meet their debt obligations, such as loan repayments. It is commonly used in financial and credit analysis as a measure of credit risk. The probability of default is often calculated based on various factors, including the borrower's financial history, credit score, and market conditions
How to use "probability of default" in a sentence
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probability of default
This leads to a raised probability of default ex ante.
Probability of default and sovereign risk premium.
This is known as the probability of default.
The probability of default by an uncreditworthy company within n years.
Higher grades are intended to represent a lower probability of default.
The probability of default by a creditworthy company within n years.
The lender does not know the probability of default.
The probability of default can be inferred by the price.
They are bonds of companies with a high probability of default.
Probability of default of the issuer.
Risk level probability of default.
Probability of default in the future.
Increased probability of default.
Migration between categories occurs as our assessment of their probability of default changes.
Estimates of probability of default are obtained by using bond spreads on the secondary market.
See also
Default rates are based on an internally developed standard probability of default rate table.
The probability of default increases with the trading activity of the buyer.
The lender may consider a variety of factors in assessing the probability of default.
The risk assumed by the probability of default of the beneficiary of the loan.
A rating system typically assigns a borrower to a particular grade based on their probability of default.
Investment grade bonds have smaller probability of default compared to high yield bonds.
Some of these techniques are superior to others in directly estimating the probability of default.
The probability of default factors reflect our historical experience in the market over time.
NCB national central bank PD probability of default.
PD probability of default PSE public sector entity.
How can we quantify the probability of default of a company?
Probability of Default Net solvency capital requirement.
In this case, its probability of default will be low.
Probability of default PD.
Markets are efficient, the probability of default on debt is zero.
Probability of default used to de-risk assets cash flows.
The credit spread corresponding to the probability of default of the assets ;.
Estimated probability of default EAD-weighted average.
Score@rating is a risk rating which divides probability of default into phases.
Probability of default and / or bankruptcy is greater.
Do universal banks have a higher probability of default than say commercial banks?
Probability of default only for credit institutions applying an internal ratings-based approach.
Coface uses a number of data elements to assess a company 's short-term probability of default.
Likewise, the probability of default and loss in the event of default is generally less.
Brazilian debt now trades at half its face value, which implies a high probability of default.
Probability of default ' means the probability of default of a counterparty over a one year period ;.
The Z-score is a company scoring tool establishing a probability of default.
PD = probability of default of a counterparty on its obligation.
All these CTRISKS grades are mapped to one-year probability of default.
The probability of default and loss given default factors reflect the Bank 's historical experience.
Each additional ROE issued is predicted to increase the probability of default by 1 percentage point.
The probability of default is exceptionally high . ”.
Essentially the higher the CDS rate, the higher the probability of default.
Probability of default' or 'PD'means the probability of default of a counterparty over a one year period;.
An S & P ratings seeks to measure only the probability of default.
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Examples of using Probability
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In all probability the destination does not exist
This plan has a high probability of going south
The probability of execution and settlement is certain
