Results 231 to 240 of about 2,507,189 (293)

Modeling rating transitions [PDF]

open access: possibleJournal of the Korean Statistical Society, 2011
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Weißbach, Rafael, Mollenhauer, Thomas
openaire   +2 more sources

Stability of rating transitions [PDF]

open access: possibleJournal of Banking & Finance, 2000
The distribution of ratings changes plays a crucial role in many credit risk models. As is well known, these distributions vary across time and different issuer types. Ignoring such dependencies may lead to inaccurate assessments of credit risk. In this paper, a quantification is provided of the dependence of ratings transition probabilities on the ...
Pamela Nickell   +2 more
openaire   +1 more source

Home - About - Disclaimer - Privacy