AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY (Q2816962): Difference between revisions
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Latest revision as of 11:11, 12 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY |
scientific article |
Statements
AN IMPROVED APPROACH TO EVALUATE DEFAULT PROBABILITIES AND DEFAULT CORRELATIONS WITH CONSISTENCY (English)
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26 August 2016
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default correlation
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probability of default
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consistency
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credit analysis
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risk management
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Kolmogorov forward equation
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first-passage-time model
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