Contingencies For Measurement Of The Credit Risk
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References listed on IDEAS
- Franck Moraux & O. Renault, 2002. "30 ans de modèles structurels de risque de défaut," Post-Print halshs-00076643, HAL.
- Berkowitz, Jeremy, 2001. "Testing Density Forecasts, with Applications to Risk Management," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(4), pages 465-474, October.
More about this item
KeywordsCredit Risk; Global Financial Crisis; Risk Analysis; Bankruptcy; Measurement of a credit risk.;
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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