Analysis of downgrade risk in credit portfolios with self-exciting intensity model (Q2843194): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of downgrade risk in credit portfolios with self-exciting intensity model |
scientific article |
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Analysis of downgrade risk in credit portfolios with self-exciting intensity model (English)
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9 August 2013
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credit risk
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rating migration
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self-exciting intensity
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top-down approach
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