为此，本文就违约相关性的度量问题进行了专门研究。
Therefore, in this article we carried on special research on the measurement of default correlation.
后者对抵押债务的判断非常清晰：他没有信心找到任何追踪潜在违约相关性的方法。
His judgment on the mortgage debt was clear: he could not see a way to track the potential correlation of defaults with any confidence.
根据产品不同的架构和设计条款，每种产品对违约强度、违约相关性等变量的敏感性是不尽相同的。
According to the different structures and design, each product has its unique sensitivity to the factors like default intensity and default correlation.
文章对违约概率、违约损失率、违约敞口、期限因素以及违约相关性等信贷资产组合信用风险的风险因子的度量进行了综合研究。
In this article, the author presents his studies in measuring such credit risk factors as default possibility, default loss, default exposure and maturity and default...
所以统计专家所做的，基本上就是研究过去在公司违约和股价的相关性，并编程设计出模型来推定当前相同模式下的情况。
So what the statisticians did, essentially, was to study past correlations in corporate default and equity prices and program their models to assume the same pattern in the present.
如果抵押的违约是没有相关性的，则小酒馆结构对于违约风险来说是安全的，但是如果它们高度相关，那么就可能会有灾难性的危险。
If defaults on mortgages were uncorrelated, then the Bistro structure should be safe for mortgage risk, but if they were highly correlated, it might be catastrophically dangerous.
最棘手的一个问题是围绕着“相关性”的问题，即任何特定贷款池中的违约可能的相关程度。
One of the trickiest problems revolved around the issue of "correlation", or the degree to which defaults in any given pool of loans might be interconnected.
本文考虑了系统风险因素和行业相关性因素对债务人违约率的影响，这更符合实际情况；
In this dissertation, we consider the effect of systematic risk factors and pairwise correlation to debtors'default rate, which is much closer to the real word;
考虑违约损失率与违约概率的相关性。(5)与RAROC结合研究我国商业银行的经济资本配置方法。
Consider the relativity between Loss Given Default and Probability of Default. (5) Study on the collocation of economic capital of our country's commercial Banks combining with RAROC.
考虑违约损失率与违约概率的相关性。(5)与RAROC结合研究我国商业银行的经济资本配置方法。
Consider the relativity between Loss Given Default and Probability of Default. (5) Study on the collocation of economic capital of our country's commercial Banks combining with RAROC.
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