Analysis of downgrade risk in credit portfolios with self-exciting intensity model (Q2843194): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2071062562 / rank | |||
Normal rank | |||
Revision as of 20:23, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of downgrade risk in credit portfolios with self-exciting intensity model |
scientific article |
Statements
Analysis of downgrade risk in credit portfolios with self-exciting intensity model (English)
0 references
9 August 2013
0 references
credit risk
0 references
rating migration
0 references
self-exciting intensity
0 references
top-down approach
0 references
