http://www.riskmania.com/pdsdata/Wrong-WayExposure-ArFrmsUnd...

"We refer to trades in which there is an adverse relationship between exposure size and counterparty default as “wrong way” deals."

--------------------------------------------------
Note added at 3 hrs (2010-03-10 01:39:16 GMT)
--------------------------------------------------

Вот еще:

http://www.bionicturtle.com/forum/viewthread/396

"This is a wrong-way exposure.
Right-way exposure: positive correlation between value of exposure and counterparty. For example, in a commodity oil swap, if you are the oil buyer, you are locking in a future price of oil. If your counterparty happens to be an oil producer, then increases in the price of oil increase the value of your swap position and likely correlate with an increase in the value of your counterparty (as revenues are a function of oil price).
Wrong-way exposure: negative correlation between exposure and counterparty.

In this case, the put becomes more valuable to you as the value of your counterparty declines (negative correlation)"

--------------------------------------------------
Note added at 3 hrs (2010-03-10 01:48:14 GMT)
--------------------------------------------------

Можно перевести описательно - перекрестный валютный своп с положительным соотношением между суммой риска и риском дефолта (финансовым здоровьем) контрагента.

Длинно, может кто знает устоявшийся эквивалент в русском.