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违约相关性分析

2001-05-15分类号:F270

【作者】韩平  席酉民
【部门】西安交通大学  西安交通大学
【摘要】This article gives the definition of corporate default correlation and analyzes corporate correlation according to economic theory.It analyzes the factors affecting corporate default correlation and puts forward a synthesized analysis model for corporate default correlation based on evaluating existing default correlation analyzing analysis method.
【关键词】违约  违约相关性  资产  信用等级
【基金】国家自然科学基金!79830010
【所属期刊栏目】统计研究
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