Stressed distance to default and default risk
Nan Guo and Lingfei Li
| Year of publication: |
2022
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|---|---|
| Authors: | Guo, Nan ; Li, Lingfei |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 18.2022, 3, p. 29-48
|
| Subject: | default risk | distance to default (DTD) | stress testing | credit default swap (CDS) | credit rating | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Insolvenz | Insolvency | Kreditwürdigkeit | Credit rating | Länderrisiko | Country risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2022.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013549662