Recent Advances in Credit Risk Modeling /

As is well known, most models of credit risk have failed to measure the credit risks in the context of the global financial crisis. In this context, financial industry representatives, regulators and academics worldwide have given new impetus to efforts to improve credit risk modeling for countries,...

詳細記述

書誌詳細
第一著者: Gasha, Jose
その他の著者: Chan-Lau, Jorge, Medeiros, Carlos, Santos, Andre
フォーマット: 雑誌
言語:English
出版事項: Washington, D.C. : International Monetary Fund, 2009.
シリーズ:IMF Working Papers; Working Paper ; No. 2009/162
オンライン・アクセス:Full text available on IMF