مرکز منطقه ای اطلاع رساني علوم و فناوري - Ratings migration and the business cycle, with application to credit portfolio stress testing

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 :

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 :