MÉTIERS & FONCTIONS - RISQUE ET PRUDENTIEL - Modèles de portefeuille de crédit : un succès en demi-teinte ?

Measuring and managing credit risk

Servigny, Arnaud de, (2004)

Measuring and managing credit risk

Servigny, Arnaud de, (2004)

Default correlation: Correlation evidence - Like ratings, default correlation is an area of fierce industry debate. But any fundamental, long-term investor searching for fair value in credit correlation will want to understand what the historical data actually says. Here, the authors address this need.-

Servigny, Arnaud de, (2003)