Default recovery rates in credit risk modelling : a review of the literature and empirical evidence
Year of publication: |
2004
|
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Authors: | Altman, Edward I. ; Resti, Andrea ; Sironi, Andrea |
Published in: |
Economic notes : economic review of Banca Monte dei Paschi di Siena. - Oxford : Wiley-Blackwell, ISSN 0391-5026, ZDB-ID 194032-6. - Vol. 33.2004, 2, p. 183-208
|
Subject: | Kreditrisiko | Credit risk | Theorie | Theory | Insolvenz | Insolvency |
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