Narrow search
Showing 1 - 10 of 1,154,750
Cover Image
Rating migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - In: Applied quantitative finance, (pp. 105-123). 2009
Persistent link: https://www.econbiz.de/10003746005
Cover Image
Rating migrations
Höse, Steffi - 2008
Persistent link: https://www.econbiz.de/10013441149
Cover Image
Rating migrations
Höse, Steffi; Huschens, Stefan; Wania, Robert - In: Applied quantitative finance : theory and computational …, (pp. 87-110). 2002
Persistent link: https://www.econbiz.de/10001749976
Cover Image
Stresstests in Banken : von Basel II bis ICAAP
Klauck, Kai-Oliver (ed.); Stegmann, Claus (ed.) - 2006
Persistent link: https://www.econbiz.de/10003320458
Cover Image
Kreditrisikomanagement : Kernbereiche, Aufsicht und Entwicklungstendenzen
Oehler, Andreas (ed.) - 2002 - 2., überarb. und erheblich erw. Aufl.
Persistent link: https://www.econbiz.de/10001697590
Cover Image
Kreditrisikomessung und Kreditrisikomanagement
Szczesny, Andrea (ed.) - 2001 - 1. Aufl
Persistent link: https://www.econbiz.de/10001546551
Cover Image
Rating Migration and Bond Valuation : Decomposing Rating Migration Matrices from Market Data Via Default Probability Term Structures
Barnard, Brian - 2017
The study builds on previous research that decomposes rating category default probability term structures from rating category interest rate term structures, and proposes a method to decompose rating migration matrices from market data, via decomposed default probability term structures. To...
Persistent link: https://www.econbiz.de/10012955816
Cover Image
Calibration of rating grades to point-in-time and through-the-cycle levels of probability of default
Rubtsov, Mark - In: The journal of risk model validation 15 (2021) 4, pp. 51-74
Persistent link: https://www.econbiz.de/10013173372
Cover Image
A new approach to credit ratings
Pertaia, Giorgi; Prokhorov, Artem; Uryasev, Stan - In: Journal of banking & finance 140 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013463125