Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (Q5139214): Difference between revisions
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Revision as of 01:35, 28 February 2024
scientific article; zbMATH DE number 7282765
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations |
scientific article; zbMATH DE number 7282765 |
Statements
Capturing model risk and rating momentum in the estimation of probabilities of default and credit rating migrations (English)
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7 December 2020
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credit rating
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model risk
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Wald confidence interval
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point processes
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