Pages that link to "Item:Q4620127"
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The following pages link to Estimation of rating classes and default probabilities in credit risk models with dependencies (Q4620127):
Displaying 7 items.
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products (Q660053) (← links)
- Checking default correlation and score correlation in a breakpoint model for rating classification (Q1650545) (← links)
- An improved approach to evaluate default probabilities and default correlations with consistency (Q2816962) (← links)
- (Q3498184) (← links)
- Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626) (← links)
- Numerical estimates of risk factors contingent on credit ratings (Q6166932) (← links)