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Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil; Diebold, Francis X.; Kronimus, Andre; … - In: Journal of Banking & Finance 26 (2002) 2-3, pp. 445-474
Persistent link: https://www.econbiz.de/10005201301
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Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil; Diebold, Francis X.; Kronimus, André; … - In: Journal of banking & finance 26 (2002) 2/3, pp. 445-474
Persistent link: https://www.econbiz.de/10001654345
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Modeling liquidity risk, with implications for traditional market risk measurement and management
Bangia, Anil; Diebold, Francis X.; Schuermann, Til; … - In: Risk management : the state of the art, (pp. 3-13). 2002
Persistent link: https://www.econbiz.de/10001698270
Cover Image
Ratings migration and the business cycle, with application to credit portfolio stress testing
Bangia, Anil; Diebold, Francis X.; Kronimus, André; … - In: Journal of banking & finance 26 (2002) 2, pp. 445-474
Persistent link: https://www.econbiz.de/10005890916