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distância ao default para probabilidades reais de inadimplência

English translation: distance to default into real probabilities of default


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22:39 Dec 12, 2011
Portuguese to English translations [PRO]
Bus/Financial - Finance (general)
Portuguese term or phrase: distância ao default para probabilidades reais de inadimplência
O processo de determinação da probabilidade de default de uma dívida pode ser segmentado em três estágios: (i) estimativa do valor de mercado dos ativos e da volatilidade dos ativos da empresa; (ii) cálculo da distância ao default, através de um índice de medida dos riscos de default; (iii) dimensionamento da distância ao default para probabilidades reais de inadimplência usando uma base de dados.

Não faço ideia do que o autor quis dizer com o item (iii).
PaulaEsp
English translation:distance to default into real probabilities of default
Explanation:
Translation - conversion of distance to default into real probabilities of default using a database.

Distance to default is measured in standard deviations, while probabilities are expressed as percentages.

Selected response from:

MARK ROBERTSON
Local time: 06:04
Grading comment
3 KudoZ points were awarded for this answer



Summary of answers provided
4distance to default into real probabilities of default
MARK ROBERTSON
4distance to default for real probabilities of default
Martin Riordan


  

Answers


14 mins   confidence: Answerer confidence 4/5Answerer confidence 4/5
distance to default for real probabilities of default


Explanation:
"distance to default" é uma maneira de avaliar a probabilidade de um devedor (empresa) não pagar as suas dívidas. Há muita informação sobre este indicador na internet.

No ponto iii, o autor está falando da terceira fase desta avaliação, ou seja, converter o resultado do cálculo em uma probabilidade real (1%, 5%, 10%?) da empresa não pagar suas dívidas.

Martin Riordan
Brazil
Local time: 02:04
Works in field
Native speaker of: Native in EnglishEnglish, Native in PortuguesePortuguese
PRO pts in category: 111
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1 hr   confidence: Answerer confidence 4/5Answerer confidence 4/5
distance to default into real probabilities of default


Explanation:
Translation - conversion of distance to default into real probabilities of default using a database.

Distance to default is measured in standard deviations, while probabilities are expressed as percentages.



MARK ROBERTSON
Local time: 06:04
Native speaker of: Native in EnglishEnglish
PRO pts in category: 87
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