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· 제목 : Rating Based Modeling of Credit Risk: Theory and Application of Migration Matrices (Hardcover) (Theory and Application of Migration Matrices)
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780123736833
· 쪽수 : 280쪽
· 분류 : 외국도서 > 경제경영 > 금융/재정 > 일반
· ISBN : 9780123736833
· 쪽수 : 280쪽
목차
1. Introduction: Credit Risk Modeling, Ratings and Migration Matrices
2. Rating and Scoring Techniques
3. The New Basel Capital Accord
4. Rating Based Modeling
5. Migration Matrices and the Markov Chain Approach
6. Stability of Credit Migrations
7. Measures for Comparison of Transition Matrices
8. Real World and Risk-Neutral Transition Matrices
9. Conditional Credit Migrations: Adjustments and Forecasts
10. Dependence Modeling and Credit Migrations
11. Credit Derivatives
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