Ratings-based credit risk modelling : an empirical analysis
Pamela Nickell, William Perraudin, Simone Varotto
| Year of publication: |
2007
|
|---|---|
| Authors: | Nickell, Pamela ; Perraudin, William R. M. ; Varotto, Simone |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 16.2007, 5, p. 434-451
|
| Subject: | Kreditrisiko | Credit risk | Portfolio-Management | Portfolio selection | Risikomaß | Risk measure | Basler Akkord | Basel Accord | Eurobond | USA | United States | 1988-1998 |
| Extent: | graph. Darst. |
|---|---|
| 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/10003612970