Title of article
Parameterizing credit risk models with rating data
Author/Authors
Mark Carey، نويسنده , , Mark Hrycay، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
74
From page
197
To page
270
Keywords
value at risk , Debt default , Credit ratings , Capital regulation , credit risk
Journal title
Journal of Banking and Finance
Serial Year
2001
Journal title
Journal of Banking and Finance
Record number
193243
Link To Document