default model中文是什么意思

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中文翻译
造句

[网络] 默认模式；违约模型；缺省模型

be in default 不履行（契约）
default n. 1.不履行；违约；拖欠。 2.【法律】不履行债务；缺席。 3.欠缺，缺乏。 judgment by default 缺席裁判。 make default 缺席。 suffer a default 受缺席裁判。 be in default 不履行(契约)。 in default of 因无…，若缺少…时，若没有…时(He was silent in default of any excuse. 他无可推诿，哑口无言)。 vi.,vt. 1.拖欠(欠款等)，不履行。 2.(使)不到案；(比赛)不出(场)，不参加到底。 3.缺席裁判(某人)，因不出场而输掉(比赛)。 defaulting subscriber (电话)欠费用户。
default to on 默认为开
in default of 若缺少...时; 因没有
on default 有过失的未履行责任的未出庭的
arbitrate by default 缺席仲裁
choice of default 缺省选择
competitor in default 犯规运动员
compiler default 编译程序缺省规则
cross default 交互不履行; 连带违约
debt default 债务拖欠
declare in default 诉讼当事人的缺席宣告; 宣告诉讼当事人的缺席
default a ignment 缺省赋值
default accept 解除启用
default access 缺省访问
default account 预设帐户
default action 默认操作; 默认动作; 预设动作/攻击/确认
default address 缺省地址
default and cross default条款及交叉违约
default and repossession 逾期欠款与货品
default argument 默认参量; 预设引数; 预设自变量
default assignment 缺省指定
default assumption 缺省缓冲器分配; 缺省确定
default attribute 内定属性; 缺省属性, 缺席属性
default awards 缺席裁决

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例句与用法

In the default model for asp . net web pages, the user interacts with a page and clicks a button or performs some other action that results in a postback
在asp.net网页的默认模型中，用户会与页交互，单击按钮或执行导致回发的一些其他操作。
Values is the best predictor that is, the mean of a set of values is often a useful predictor of the next observed value making it the default model
值的均值是最佳预测值（也就是说，一组值的均值通常是下一个观测值有用的预测值，使之成为缺省模型）。
It outlines the main idea of the var methodology; introduces the two kinds of risk models based on the var method : the default model and the credit metrics model, and give the course of their setting up
第一章模型概述。简述var理论，并介绍了基于var方法的两种信用风险模型:违约模型和creditmetrics模型及其建立过程。
Figure 5 shows the available profile combinations in the default model repository with xhtml as the root document; it includes a profile that allows inclusion of elements and attributes from several other namespaces
图5显示了以xhtml作为根文档的默认模型资料库中可用的配置文件组合，其中一个配置文件允许包含来自其他名称空间的元素和属性。
The thesis uses the var method ( value-at-risk ) to measure the credit risk of the portfolio, taking the loss of the portfolio as the criterion . the analysis is based on the default model and the credit metrics model respectively
论文内容使用了var(value-at-risk，风险在险价值)方法，以贷款组合损失作为衡量信用风险的尺度，分别基于违约模型和creditmetrics模型进行了信用风险的量化分析。
It can be found that the two models can measure the credit risk better and their numerical values of the var are relatively close, which means that at a certain confidence level, the portfolio's maximum loss calculated under the default model is familiar to the maximum loss in value resulted from the credit metrics model . however, under the default model the standard deviation of the loss of the loan is a bit more than the one which deviates from the average value of the loan under the credit metrics model; in addition, the conclusion also demonstrates that the two models have some differences in the measuring the capital reserve to some extent
从结果可以看出，这两个模型均能较好地度量银行贷款信用风险，其计算所得的var值比较接近，说明在给定置信水平下所能达到的最大损失和所能达到的价值上的损失在数值上是相近的；不过，违约模型下贷款损失的标准差要比creditmetrics模型下的贷款价值偏离其均值的标准差要大些；此外，结论还表现出二者在计量资本金要求上有所差异。
It can be found that the two models can measure the credit risk better and their numerical values of the var are relatively close, which means that at a certain confidence level, the portfolio's maximum loss calculated under the default model is familiar to the maximum loss in value resulted from the credit metrics model . however, under the default model the standard deviation of the loss of the loan is a bit more than the one which deviates from the average value of the loan under the credit metrics model; in addition, the conclusion also demonstrates that the two models have some differences in the measuring the capital reserve to some extent
从结果可以看出，这两个模型均能较好地度量银行贷款信用风险，其计算所得的var值比较接近，说明在给定置信水平下所能达到的最大损失和所能达到的价值上的损失在数值上是相近的；不过，违约模型下贷款损失的标准差要比creditmetrics模型下的贷款价值偏离其均值的标准差要大些；此外，结论还表现出二者在计量资本金要求上有所差异。
Precision pricing credit derivatives is its one of preconditions of exertion of efficiency of financial . pricing credit derivatives must at first choose the measure model of credit loss, default model of credit event, the model of rate of recovery payments and the uncertainty of mean of default rate . second, it is critic to choose one of structural model, intensity model and hybrid model for pricing credit derivatives
合理定价信用衍生品是其发挥金融效率的前提之一，定价信用衍生品必须首先考虑信用损失的计量范式、信用事件的违约范式、残值率的模型化方式和违约率均值的不确定性等方面；其次，还要确定具体的定价模型方式：结构化模型、强度模型或"杂合方式"。