Ratings migration and the business cycle, with application to credit portfolio stress testing
Anil Bangia ...
| Year of publication: |
2002
|
|---|---|
| Authors: | Bangia, Anil ; Diebold, Francis X. ; Kronimus, André ; Schagen, Christian ; Schuermann, Til |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 26.2002, 2/3, p. 445-474
|
| Subject: | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Kreditwürdigkeit | Credit rating | Konjunktur | Business cycle | Schätzung | Estimation | Welt | World |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of banking & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001654345