老师，这是哪个知识点，在讲义哪里呢？谢谢

问题如下：

A credit risk manager is in charge of credit risk analysis of large corporates at Bank XYZ. The manager is in possession of credit ratings provided by two rating agencies, X and Y, for 30 companies the manager oversees. The ratings are classified into four categories :

Which of the following statistical measures could best help the manager approximate the link between rating categories from the two agencies?

选项：

A.

Spearman correlation

B.

Pearson correlation

C.

Structured correlation matrix

D.

Covariance

解释：

Pearson correlation, correlation matrix and covariance are used to measure the degree of the relationship between linearly related variables. The credit ratings in this question are ordinal data and have nonlinear relationship as showed in the graph. So, the Spearman correlation is a better measure to indicate if one variable is monotonically related to the other variable.