Rating based modeling of credit risk : theory and application of migration matrices /

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In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the approach, and to the upcoming new capi...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Trueck, Stefan
Autres auteurs: Rachev, S. T. (Svetlozar Todorov)
Format: Électronique eBook
Langue:Inglés
Publié: London ; Burlington, MA : Academic, ©2009.
Collection:Academic Press advanced finance series.
Sujets:
Credit > Management.
Risk management.
Credit ratings.
Credit > Management > Mathematical models.
Crédit > Gestion.
Gestion du risque.
Cotes de solvabilité.
Crédit > Gestion > Modèles mathématiques.
risk management.
BUSINESS & ECONOMICS > Marketing > General.
BUSINESS & ECONOMICS > Distribution.
BUSINESS & ECONOMICS > Finance.
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