It suggests using robust main component analysis to solve outliers frequently occur in nonperforming assets pool. The empirical results show that revised method and the new robust estimator can perfectly resist outliers.
并尝试用稳健主成分方法解决不良资产池中经常出现的离群值现象,实证表明能够对离群值起到很好抵抗作用。
参考来源 - 我国不良资产证券化安全发债研究·2,447,543篇论文数据，部分数据来源于NoteExpress
The construction of the assets pool is quite important in the course of intellectual property right securitisation.
在知识产权证券化的过程中资产池的构建是相当重要的。
On this basis, it derives the calculating method for the prepayment distribution and default loss distribution of CDO assets pool, and then gets the semi-analytical solution of CDO tranches 'spread.
在此基础上，得到了CD O资产池提前偿付分布和违约损失分布的计算方法和CDO分券层价差的半解析解。
The instrument is a form of senior debt that is paid back from the issuer's cash flows but is also secured against a ring-fenced pool of assets, such as mortgage loans, in the event of default.
这种证券是优先债务形式的一种，发行者需要用自己的现金流来偿还，并且要有一定隔离的资产池作为保障，比如说抵押贷款，以免发生不能履行责任的情况。
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