Modeling of contagious credit events and risk analysis of credit portfolios (Q431916)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modeling of contagious credit events and risk analysis of credit portfolios |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling of contagious credit events and risk analysis of credit portfolios |
scientific article |
Statements
Modeling of contagious credit events and risk analysis of credit portfolios (English)
0 references
3 July 2012
0 references
credit risk
0 references
rating change
0 references
self-exciting intensity model
0 references
state-dependent
0 references
top-down approach
0 references
