Parameterizing credit risk models rating data: current limits of actuarial approaches

Mark Carey and Mark Hrycay

No 684, Proceedings from Federal Reserve Bank of Chicago

Keywords: Credit; Risk management (search for similar items in EconPapers)
Pages: 395-406
Date: 2000
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Published in Conference on Bank Structure and Competition (2000 : 36th) ; The changing financial industry structure and regulation : bridging states, countries, and industries

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