Toward a bottom-up approach to assessing sovereign default risk : an update
Year of publication: |
2012
|
---|---|
Authors: | Altman, Edward I. ; Rijken, Herbert A. |
Published in: |
Managing and measuring risk : emerging global standards and regulation after the financial crisis. - Singapore [u.a.] : World Scientific, ISBN 981-4417-49-1. - 2012, p. 41-64
|
Subject: | Z-Metrics Approach | Staatsbankrott | Sovereign default | Kreditderivat | Credit derivative | EU-Staaten | EU countries | USA | United States | 2009-2010 |
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