✦ LIBER ✦

Transition matrix models of consumer credit ratings

✍ Scribed by Madhur Malik; Lyn C. Thomas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The estimation of transition matrices fo

✍ Yen-Ting Hu; Rudiger Kiesel; William Perraudin 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 338 KB

The ordered qualitative model for credit

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

Modeling the effect of macroeconomic fac

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

Modelling the economic value of credit r

✍ Rainer Jankowitsch; Stefan Pichler; Walter S.A. Schwaiger 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 255 KB

Modelling the credit risk for portfolios

✍ Lyn C. Thomas 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 240 KB

Comment on: Multistate Markov Models and

✍ Nahman, Jovan M. 📂 Article 📅 1987 🏛 IEEE 🌐 English ⚖ 163 KB