Parameterizing credit risk models with rating data
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References listed on IDEAS
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- Arnoud W. A. Boot & Todd T. Milbourn & Anjolein Schmeits, 2006.
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KeywordsCredit ; Risk management ; Credit ratings;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-01-21 (All new papers)
- NEP-CFN-2001-02-21 (Corporate Finance)
- NEP-FMK-2000-12-19 (Financial Markets)
- NEP-IAS-2001-01-21 (Insurance Economics)
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