Parameterizing credit risk models rating data: current limits of actuarial approaches
| Year of publication: |
2000
|
|---|---|
| Authors: | Carey, Mark S. ; Hrycay, Mark C. |
| Institutions: | Federal Reserve Bank of Chicago |
| Subject: | Credit | Risk management |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Published in Conference on Bank Structure and Competition (2000 : 36th) ; The changing financial industry structure and regulation : bridging states, countries, and industries Number 684 395 pages long406 |
| Source: |
Persistent link: https://www.econbiz.de/10010724039