Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (Q3552626)
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scientific article; zbMATH DE number 5697264
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio |
scientific article; zbMATH DE number 5697264 |
Statements
Modeling dependencies between rating categories and their effects on prediction in a credit risk portfolio (English)
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22 April 2010
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dependencies
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rating categories
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prediction
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credit risk portfolio
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0.90634936
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0.8769868
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0.8702035
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0.86791694
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0.8673509
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0.8620032
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0.86194396
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0.8617225
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0.85903656
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