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
Year of publication: |
2006
|
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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 |
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