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Default Probability

The probability that a borrower (an individual or institution) fails to make full and timely payments of a loan's principal...

    CDS-Implied Probability of Default

    Default probability of an underlying deliverable obligation is the chance that it would fail to fulfill during the life of...

      CDS-Implied Default Probability

      Default probability of an underlying deliverable obligation is the chance that it would fail to fulfill during the life of...

        Default Sensitivity

        A measure of the responsiveness (of equity value or bond loss- i.e., equity tranche or bond tranche in a portfolio)...

          Omega

          The default sensitivity of a tranche (to the default of a single name/ credit). It is a measure of the...

            Default01

            A measure of the responsiveness (of equity value or bond loss- i.e., equity tranche or bond tranche in a portfolio)...