Pages that link to "Item:Q5139214"
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The following pages link to Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (Q5139214):
Displaying 7 items.
- Modelling credit grade migration in large portfolios using cumulative \(t\)-link transition models (Q323448) (← links)
- Modeling dependent credit rating transitions: a comparison of coupling schemes and empirical evidence (Q519025) (← links)
- Free boundaries of credit rating migration in switching macro regions (Q2197188) (← links)
- A robust bank asset allocation model integrating credit-rating migration risk and capital adequacy ratio regulations (Q2241085) (← links)
- Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626) (← links)
- Predicting credit ratings and transition probabilities: a simple cumulative link model with firm-specific frailty (Q6101027) (← links)
- Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects (Q6149871) (← links)
