Sentence examples for probabilities of default from inspiring English sources

You've got coupons, you've got principal, you've got probabilities of default, it's the most easily analyzed of all the assets in which we invest.

The literature on this topic has developed especially in connection with Basel II, which allows banks to set up an internal rating system, that is, a system to assign ratings to the obligors and to quantify the associate probabilities of default.

Looking at five major industries within the U.S. economy, Sageworks found that the probabilities of default for construction, manufacturing, wholesale trade, retail trade and professional/scientific/technical services have each improved compared with a year earlier.

These patients had higher probabilities of default, failure, and having subsequent TB episodes.

Alone among Japanese banks, it adopted the probabilities-of-default technique used in the United States and is one of the few Japanese financial institutions to list its shares on the New York Stock Exchange.

Those cash flows take into account "the probability of default each year, the recovery rate on defaulted loans, the planned repayment (amortization) schedule of a loan, estimated voluntary prepayments, and the fee schedule". Basically, everything that could possibly affect what money's going out and what money's coming in.

In a presentation to the agency's supervision summit meeting last Wednesday in Washington, Ms. Tavakoli said that if the agency hoped to determine the credit risk lurking inside Fannie and Freddie, it needed to ascertain two things: the probability of default on those loans and the loss rates when probable defaults actually occur.

"What is the probability of default?

The probability of default on Treasury is zero.

The credit spread reflects the probability of default.

Informational rents are associated with the probability of default.