Measuring the Risk of Default: A Modern Approach - Only a reduced-form approach to credit risk modeling allows a risk manager to manage risk with the speed and accuracy required.
| Year of publication: |
2008
|
|---|---|
| Authors: | Hilscher, Jens ; Jarrow, Robert A. ; Deventer, Donald R.Van |
| Published in: |
The RMA-journal. - Philadelphia, Pa. : RMA, ISSN 1531-0558, ZDB-ID 20281584. - Vol. 90.2008, 10, p. 70-75
|