default risk

Some buyers of Greek debt may still think the interest rewards on offer are worth the default risk, but they seem to be a diminishing band.

The measures he took helped to convince investors that his country was not a potential default risk.

Since the fall of Lehman Brothers, default risk appears to have largely shifted from the banks to the governments that back them.

The default risk of the GSE bonds that Japanese banks owned was extremely small, he said.

The default risk does not need to be very high to make this extremely unappealing.

National regulators also need to look out for problems which may not be easily caught by assessment of default risk alone.

The greatest default risk is in small municipalities with overleveraged projects buffeted by the recession.

Rating agencies systematically underestimated default risk on vast amounts of debt, resulting in puffed-up prices and a surfeit of issuance.

Professor Gulati and his colleagues argue that this is a rare example of investors seeking to price default risk.

Markets would not allow them to issue much additional debt, and there would be no default risk.

Pass to comb cultural heritage first, sum up the theories foundation to the default risk of personal housing collateral loan.

For these reasons banks should be encouraged to consider more seriously the liquidity of their loans as well as their default risk.

Default Risk The risk that a company or individual will be unable to pay the contractual interest or principal on its debt obligations.

Two main factors will determine the size of the default risk for the US as well as Europe.

For corporate credit, valuations continue to be extremely attractive with spreads pricing in excessive level of default risk.

In Europe, the correlation between the euro and the default risk of Greek sovereign debt is almost perfect.

This policy setting allows you to manage the default risk level for file types.

Finally, in case of default, it gives depth analysis on corporate bond pricing under the binomial model and credit default risk.

By the way, so does Britain, whose deficits and debt are comparable to Spain's, but which investors don't see as a default risk.

The recently ballyhooed 'stress tests' on banks are nothing more than checking how well a bank can weather differing levels of default risk.

On the contrary the existence of restrictive clauses in debt contracts add the debt default risk to enterprises.

The underpricing of default risk during the credit boom gave Greece easy access to longer-term borrowing.

That prospect comes alongside concerns of more ratings downgrades and higher default risk if governments act too slowly.

Yet, inexplicably, they do not contain the information about individual loans that is needed to detect default risk.

For now, default risk is at the back of investors' minds.

Government debt is assumed to provide zero default risk as well as zero liquidity risk.

The IMF-EU estimates are based on the idea that Greece will have to pay high interest rates that include a premium for default risk.

Configure the Default risk level for file attachments setting to Enabled: Moderate Risk.

Put another way, S& P drastically underestimated one-year default risk in 80% of those cases.

Hence Moody's move; it now thinks default risk is "low but no longer de minimus" .

They do not default risk for loss of position unwinding without stopping.

Meanwhile, the default risk on sovereign debt is not confined to Greece.

Overall, he says, the firm provides a 'robust rank ordering of prospective default risk. '

There has been little significant increase of default risk for emerging market sovereign issuers.

In this paper we propose some hazard rate models to analyze default risk by some methods of statistics.

In fact it means only a slight increase in long-term default risk.

Germany's sovereign debt default risk hedging costs have increased.

Their focus on profit left them in bad shape for doing the job government demanded of them: taking on mortgage default risk.

Credit spreads have tightened sharply (showing reduced perception of default risk) in the past month.

By analyzing the data results, the thesis gets the key default risk factors.

They can temporarily reduce default risk in the economy through the provision of liquidity and by reducing policy rates to minimal levels.

"You're seeing yields now above 20 per cent, which implies significant default risk, " says Owen Gallimore, Asia credit strategist at ANZ.

Higher rates often signal higher default risk.

If a restructuring is to take place, how could it be best designed to incentivise bondholders to monitor default risk in the future?

According to bond insurance markets, Norwegian bonds have about half the default risk of U.

Another is that innovations in rural financial products and services are guided and encouraged to low the default risk.

Default risk is truly the largest concern a bond investor should have if they plan to buy a bond and hold it to maturity.

In a study last year, the International Monetary Fund concluded that ratings were a reasonably good indicator of sovereign -default risk.

Chapter 2 focuses on actuarial measures of default risk.

What about default risk?

"This is because the spread of corporate bond yields over government bond yields more than compensates for any company default risk. "

Last year Angel Merkel called for irresponsible investors to be punished for mispricing sovereign default risk.

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Default Risk Valuation with Uncertainty of True Corporate Value

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Default Risk on House Mortgage Loans and Risk Preventive Measures

A Game-theory Analysis of and Countermeasures for Default Risk in Order-based Farming

Study on the Optimal Investment Portfolio with Default Risk

Pricing of Interest Rate Swap under Default Risk

Research on Valuation of Loan Guarantees with Default Risk

A Summary of the Models for Valuing Modern Default Risk

Contingent Claim Analysis on Bond Default Risk

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