AERB : developing AIRB PIT-TTC PD models using external ratings
Year of publication: |
Dezember 2015
|
---|---|
Authors: | Chawla, Gaurav ; Forest, Lawrence R. <Jr.> ; Aguals, Scott D. |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 9.2015, 4, p. 1-18
|
Subject: | Kreditrisiko | Credit risk | Bewertung | Evaluation | Ratingagentur | Rating agency |
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