Assessment of credit ratings and credit risk models on public bonds
Year of publication: |
2021
|
---|---|
Authors: | Leggio, Karyl B. ; Shin, Yoon S. ; Yan, Yuxing |
Published in: |
The journal of fixed income : JFI. - London : IPR Journals, ISSN 2168-8648, ZDB-ID 2048685-6. - Vol. 30.2021, 4, p. 65-80
|
Subject: | Credit risk management | information providers/credit ratings | fixed income and structured finance | performance measurement | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Anleihe | Bond | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Unternehmensanleihe | Corporate bond | Ratingagentur | Rating agency | Finanzdienstleistung | Financial services |
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