• Title of article

    A comparative analysis of current credit risk models

  • Author/Authors

    Michel Crouhy، نويسنده , , Dan Galai، نويسنده , , Robert Mark، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2000
  • Pages
    59
  • From page
    59
  • To page
    117
  • Keywords
    Migration risk , Default risk , Credit risk , Spread risk , Regulatory capital , Banking , Risk management
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    2000
  • Journal title
    Journal of Banking and Finance
  • Record number

    193158