Title of article :
Risk assessment for credit portfolios: A coupled Markov chain model
Author/Authors :
Y.M. Kaniovski، نويسنده , , G.Ch. Pflug، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2007
Keywords :
Correlation coefficient , Collateralized debt obligation (CDO) , coupling , Loss distribution , Cascade , credit risk
Journal title :
Journal of Banking and Finance
Journal title :
Journal of Banking and Finance
