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
Pages
21
From page
2303
To page
2323
Keywords
Correlation coefficient , Collateralized debt obligation (CDO) , coupling , Loss distribution , Cascade , credit risk
Journal title
Journal of Banking and Finance
Serial Year
2007
Journal title
Journal of Banking and Finance
Record number
194081
Link To Document