AERB : developing AIRB PIT-TTC PD models using external ratings
Gaurav Chawla, Lawrence R. Forest Jr. and Scott D. Aguals
| 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 |
| 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/10011449860