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Rating based modeling of credit risk : theory and application of migration matrices /
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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Autres auteurs: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
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London ; Burlington, MA :
Academic,
©2009.
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| Collection: | Academic Press advanced finance series.
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| Sujets: | |
| Accès en ligne: | Texto completo (Requiere registro previo con correo institucional) |