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Rating Based Modeling of Credit Risk
Svetlozar T. Rachev , Stefan Trueck
In the last decade rating-based models have become very popular in credit risk management. These systems use the rating of a company as the decisive variable to evaluate the default risk of a bond or loan. The popularity is due to the straightforwardness of the...

Editeur : Academic Press
Parution : 2009-01-15
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