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حسابداری و مالی::
توزیع مشترک
It is then clear that a precise computation of VaRs of the portfolio loss S can only be obtained if and only if one knows the joint distribution of the default vector (I1, I2, . . .
However, this joint distribution is hard to obtain.
In fact, lack of sufficient default statistics (joint defaults are rarely observed) makes it hard, if not impossible, to specify the probabilities that several loans default together so that the joint distribution of (I1, I2, . . .
, n) are known (but not their joint distribution).
The joint distribution
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