Conference Paper
Parameterizing credit risk models rating data: current limits of actuarial approaches
Keywords: Credit; Risk management;
Status: Published in Conference on Bank Structure and Competition (2000 : 36th) ; The changing financial industry structure and regulation : bridging states, countries, and industries
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Chicago
Part of Series: Proceedings
Publication Date: 2000
Number: 684
Pages: 395-406