CDO rating methodology : some thoughts on model risk and its implications
by Ingo Fender and John Kiff
| Year of publication: |
2004
|
|---|---|
| Authors: | Fender, Ingo ; Kiff, John |
| Publisher: |
Basel : Bank for Internat. Settlements |
| Subject: | Kreditrisiko | Credit risk | Bewertung | Evaluation | Kreditsicherung | Collateral | Anleihe | Bond | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | 23 S graph. Darst |
|---|---|
| Series: | BIS working papers. - Basle, ISSN 1020-0959, ZDB-ID 1482126-6. - Vol. 163 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | CDO = Collateralised dept obligation Literaturverz. S. 14 - 15 Internetausg.: http://www.bis.org/publ/work163.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002481833