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German

die Ausfallwahrscheinlichkeit

Noun

probability of default

die Ausfallwahrscheinlichkeit is a German noun meaning “probability of default”.

Genitive
der Ausfallwahrscheinlichkeit
Plural
die Ausfallwahrscheinlichkeiten
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Meanings and forms from Wiktionary (CC BY-SA 4.0); example sentences from Tatoeba (CC BY 2.0 FR).