Title of article
Ratings migration and the business cycle, with application to credit portfolio stress testing
Author/Authors
Anil Bangia، نويسنده , , Francis X. Diebold، نويسنده , , André Kronimus، نويسنده , , Christian Schagen، نويسنده , , Til ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
30
From page
445
To page
474
Keywords
Stress testing , credit risk , Ratings migration , Credit portfolio management
Journal title
Journal of Banking and Finance
Serial Year
2002
Journal title
Journal of Banking and Finance
Record number
193349
Link To Document