Albrecht, Peter - In: German Risk and Insurance Review (GRIR) 1 (2005) 2, pp. 22-152
wichtigsten Industriemodelle (Credit Risk+, KMV, Credit Metrics, Credit Portfolio View). Behandelt werden ferner die Grundzüge von …Measurement and valuation of credit risks is a very important (Basel II, Solvency II, Credit Derivatives) topic of … management in context of credit risks. We begin with an introductory characterization of credit risks and a sketch on rating …