Joint validation of credit rating PDs under default correlation
Ricardo Schechtman
| Year of publication: |
June 2017
|
|---|---|
| Authors: | Schechtman, Ricardo |
| Published in: |
International journal of central banking : IJCB. - Washington, DC : European Central Bank, ISSN 1815-4654, ZDB-ID 2192333-4. - Vol. 13.2017, 2, p. 235-282
|
| Subject: | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord |
| 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/10011703759