Development of a shadow rating model
Year of publication: |
2023
|
---|---|
Authors: | Estran, Rémy ; Fabritus, Victor-Manuel de ; Souchaud, Antoine |
Published in: |
Finance : revue de l'Association Française de Finance. - Paris : Presses Universitaires de France, ISSN 2101-0145, ZDB-ID 2437679-6. - Vol. 44.2023, 2, p. 112-148
|
Subject: | Shadow rating model | default risk | credit rating | CRR | Basel III | Theorie | Theory | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord | Zinsstruktur | Yield curve | Ratingagentur | Rating agency |
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