An alternative methodology for estimating credit quality transition matrices
Year of publication: |
2009
|
---|---|
Authors: | Gómez-González, José E. ; Morales Acevedo, Paola ; Pineda García, Fernando ; Zamudio Gómez, Nancy |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 2.2008/09, 4, p. 353-364
|
Subject: | Bank | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Statistische Bestandsanalyse | Duration analysis | USA | United States |
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