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Celeste · 2022年08月31日

请问可以贴一下相关知识点的原文吗？谢谢

  1. CFA III
  2. Fixed Income

NO.PZ2021120102000018

问题如下：

Which of the following statements about statistical credit analysis models is most accurate?

选项：

A.

Structural credit models solve for the POD using observable company specific variables such as financial ratios and macroeconomic variables.

B.

Reduced-form credit models use market-based variables to estimate an issuer’s asset value and the volatility of asset value.

C.

Structural credit models define the likelihood of default as the probability of the asset value falling below that of liabilities.

解释：

C is correct. Structural credit models use market-based variables to estimate an issuer’s asset value and asset value volatility, defining the likelihood of default as the probability of the asset value falling below that of liabilities, with zero net assets defined as the default threshold

请问可以贴一下相关知识点的原文吗？谢谢

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2 个答案

pzqa015 · 2023年04月17日

嗨，努力学习的PZer你好：


Module 4 Credit Analysis Model第6部分 Structural and Reduced-Form Credit Models


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

pzqa015 · 2022年08月31日

嗨，爱思考的PZer你好：


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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

大恰恰 · 2023年04月16日

请问这是原版书哪个章节的知识点？ 是Reading 14 structure credit 那里嘛？

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