Ratings Migration and the Business Cycle, with Application to Credit Portfolio Stress Testing
Year of publication: |
[2001]
|
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Authors: | Bangia, Anil |
Other Persons: | Diebold, Francis X. (contributor) ; Schuermann, Til (contributor) |
Publisher: |
[2001]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (46 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 11, 2000 erstellt |
Other identifiers: | 10.2139/ssrn.231152 [DOI] |
Classification: | G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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