How to calculate an internal rating? : synthesis and proposition for a contingent approach using a Monte Carlo simulation and a rate stochastic model following Poisson's law
Pascal Damel
| Year of publication: |
2006
|
|---|---|
| Authors: | Damel, Pascal |
| Published in: |
International journal of business. - Taichung, Taiwan : College of Management, Chaoyang University of Technology, ISSN 1083-4346, ZDB-ID 1315114-9. - Vol. 11.2006, 2, p. 121-142
|
| Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Risikomaß | Risk measure | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003342000