Development of a shadow rating model
Rémy Estran, Victor-Manuel de Fabritus, and Antoine Souchaud
| 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 | Kreditrisiko | Credit risk | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord | Theorie | Theory | Zinsstruktur | Yield curve | Bewertung | Evaluation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3917/fina.pr.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014253460