✦ LIBER ✦

Modeling rating transitions

✍ Scribed by Rafael Weißbach; Thomas Mollenhauer

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stability of rating transitions

✍ Pamela Nickell; William Perraudin; Simone Varotto 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 181 KB

Analyzing rating transitions and rating

✍ David Lando; Torben M. Skødeberg 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 157 KB

Modeling the effect of macroeconomic fac

✍ Stephen Figlewski; Halina Frydman; Weijian Liang 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 293 KB

Hierarchical Classes Modeling of Rating

✍ Iven Van Mechelen; Luigi Lombardi; Eva Ceulemans 📂 Article 📅 2007 🏛 Springer 🌐 English ⚖ 241 KB

The ordered qualitative model for credit

✍ D. Feng; C. Gourieroux; J. Jasiak 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 379 KB

Transition matrix models of consumer cre

✍ Madhur Malik; Lyn C. Thomas 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 299 KB