A novel credit rating migration modeling approach using macroeconomic indicators
Koen Berteloot, Wouter Verbeke, Gerd Castermans, Tony Van Gestel, David Martens ...
| Year of publication: |
2013
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|---|---|
| Authors: | Berteloot, Koen ; Verbeke, Wouter ; Castermans, Gerd ; Van Gestel, Tony ; Martens, David |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 32.2013, 7, p. 654-672
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| Subject: | credit rating | migration modeling | macroeconomic indicators | stress testing | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Wirtschaftsindikator | Economic indicator | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010202164