Corporate Credit Risk Modeling: Quantitative Rating System And Probability Of Default Estimation
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More about this item
KeywordsCredit Scoring; Credit Rating; Private Firms; Discriminatory Power; Basel Capital Accord; Capital Requirements;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2005-05-23 (All new papers)
- NEP-CFN-2005-05-23 (Corporate Finance)
- NEP-FIN-2005-05-23 (Finance)
- NEP-RMG-2005-05-23 (Risk Management)
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