Diversity Score
A measure, created by Moody's Investors Service, to estimate the diversification in a portfolio, specifically in the context of a collateralized debt obligation (CDO). The calculation methodology for a diversification score takes into account the extent to which a portfolio is diversified by industry.
|||Technically speaking, the diversification score measures the number of uncorrelated assets that would have the same loss distribution as the actual portfolio of correlated assets. For example, if a portfolio of 100 assets had a diversification score of 50, this means that the 100 correlated assets have the same loss distribution as 50 uncorrelated assets.
附件列表
词条内容仅供参考,如果您需要解决具体问题
(尤其在法律、医学等领域),建议您咨询相关领域专业人士。
如果您认为本词条还有待完善,请 编辑
上一篇 Discount 下一篇 Dodd-Frank Financial Regulatory Reform Bill