Analysis of downgrade risk in credit portfolios with self-exciting intensity model (Q2843194)
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scientific article; zbMATH DE number 6197362
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of downgrade risk in credit portfolios with self-exciting intensity model |
scientific article; zbMATH DE number 6197362 |
Statements
Analysis of downgrade risk in credit portfolios with self-exciting intensity model (English)
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9 August 2013
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credit risk
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rating migration
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self-exciting intensity
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top-down approach
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