Open AccessParameterizing Credit Risk Models With Rating Data
Author(s) -
Mark Carey,
Mark Hrycay
Publication year - 2000
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2000.47
Subject(s) - actuarial science , credit rating , credit risk , probability of default , financial institution , asset (computer security) , basel ii , economic capital , capital requirement , capital adequacy ratio , econometrics , portfolio , business , economics , computer science , finance , incentive , microeconomics , profit (economics) , computer security