مرکز منطقه ای اطلاع رساني علوم و فناوري - Parameterizing credit risk models with rating data

Title of article :

Parameterizing credit risk models with rating data

Author/Authors :

Mark Carey، نويسنده , , Mark Hrycay، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

197

To page :

270

Keywords :

value at risk , Debt default , Credit ratings , Capital regulation , credit risk

Journal title :

Journal of Banking and Finance

Serial Year :

2001

Journal title :

Journal of Banking and Finance

Record number :

193243

Link To Document :