Parameterizing credit risk models with rating data
Mark Carey and Mark Hrycay
| Year of publication: |
2000
|
|---|---|
| Authors: | Carey, Mark S. ; Hrycay, Mark |
| Publisher: |
Washington, DC : Div. of Research & Statistics and Monetary Affairs, Federal Reserve Board |
| Subject: | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord | Theorie | Theory | Welt | World | Risikomaß | Risk measure |
| Extent: | 57, 6 S graph. Darst |
|---|---|
| Series: | Finance and economics discussion series. - Washington, DC : Board of Governors of the Federal Reserve System, ZDB-ID 2178137-0. - Vol. 2000-47 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 56 - 57 Internetausg.: http://www.federalreserve.gov/pubs/feds/2000/200047/200047pap.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001527071