Credit rating migration risk and interconnectedness in a corporate lending network
Year of publication: |
2020
|
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Authors: | Kanno, Masayasu |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-20
|
Subject: | Centrality measure | Credit rating migration risk | Credit value at risk and expected shortfall | Interconnectedness | Sector concentration | Stress test | Finanzdienstleistung | Financial services | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Kreditwürdigkeit | Credit rating | Bankrisiko | Bank risk | Risikomanagement | Risk management |
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