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...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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London :
Academic
2009.
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| Edición: | 1st edition |
| Colección: | Academic Press advanced finance series.
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| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627754406719 |
