Open AccessConstant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models
Author(s) -
Michael B. Gordy,
Søren Willemann
Publication year - 2010
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2010.05
Subject(s) - credit rating , volatility (finance) , debt , econometrics , credit risk , economics , financial market , actuarial science , financial economics , business , monetary economics , finance