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Credit Migration Matrices
Wiley StatsRef: Statistics Reference Online
◽
10.1002/9781118445112.stat03551
◽
2014
◽
Author(s):
Til Schuermann
Keyword(s):
Credit Migration
Download Full-text
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References
Credit migration risk modeling
The Journal of Credit Risk
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10.21314/jcr.2010.104
◽
2010
◽
Vol 6
(1)
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pp. 3-30
◽
Cited By ~ 2
Author(s):
Andreas Andersson
◽
Paolo Vanini
Keyword(s):
Risk Modeling
◽
Credit Migration
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Credit Migration Derivatives - Implementation, Calibration and Pricing
SSRN Electronic Journal
◽
10.2139/ssrn.1406087
◽
2008
◽
Author(s):
Andreas Andersson
Keyword(s):
Credit Migration
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A Robust Prediction of Corporate Credit Migration
SSRN Electronic Journal
◽
10.2139/ssrn.1493362
◽
2009
◽
Author(s):
Taehan Bae
◽
Reginald J. Kulperger
Keyword(s):
Corporate Credit
◽
Credit Migration
◽
Robust Prediction
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Credit Migration in Residential Mortgages: Fico Drift as a Prelude to Loan Performance
SSRN Electronic Journal
◽
10.2139/ssrn.1561988
◽
2010
◽
Author(s):
Brent C Smith
Keyword(s):
Residential Mortgages
◽
Credit Migration
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Forecasting of Credit Migration Considering Correlation between Business and Credit Cycles
SSRN Electronic Journal
◽
10.2139/ssrn.2132627
◽
2012
◽
Cited By ~ 1
Author(s):
Masayasu Kanno
Keyword(s):
Credit Cycles
◽
Credit Migration
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Credit migration and basket derivatives pricing with copulas
The Journal of Computational Finance
◽
10.21314/jcf.2006.145
◽
2006
◽
Vol 10
(1)
◽
pp. 43-68
◽
Cited By ~ 10
Author(s):
Tony Berrada
◽
Debbie Dupuis
◽
Eric Jacquier
◽
Nicolas Papageorgiou
◽
Bruno Rémillard
Keyword(s):
Derivatives Pricing
◽
Credit Migration
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Pricing Derivatives using the Asymptotic Expansion Approach: Credit Migration Models with Stochastic Credit Spreads
Asia-Pacific Financial Markets
◽
10.1007/s10690-010-9134-0
◽
2010
◽
Vol 18
(4)
◽
pp. 345-372
◽
Cited By ~ 2
Author(s):
Yoshifumi Muroi
◽
E. Kazuhiro Takino
Keyword(s):
Asymptotic Expansion
◽
Credit Spreads
◽
Credit Migration
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Simulation Analysis of Correlation and Credit Migration Models for Credit Portfolios
Proceedings of the Winter Simulation Conference, 2005.
◽
10.1109/wsc.2005.1574458
◽
2006
◽
Author(s):
W.J. Morokoff
Keyword(s):
Simulation Analysis
◽
Credit Migration
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Comparing the Efficiency of Cohort, Time Homogeneous and Non-Homogeneous Techniques of Estimation in Credit Migration Matrices
IOSR Journal of Mathematics
◽
10.9790/5728-1204058995
◽
2016
◽
Vol 12
(04)
◽
pp. 89-95
Author(s):
Fred Nyamitago Monari
◽
Dr. George Otieno Orwa
◽
Prof. Romanus Otieno Odhiambo
◽
Dr. Joseph Kyalo Mung’atu
Keyword(s):
Credit Migration
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Credit Migration Risk and Point in Time Credit Dynamics: A New Perspective for Credit Risk Management
SSRN Electronic Journal
◽
10.2139/ssrn.1969796
◽
2011
◽
Cited By ~ 1
Author(s):
Antonio Dalessandro
Keyword(s):
Risk Management
◽
Credit Risk
◽
Credit Risk Management
◽
New Perspective
◽
Credit Migration
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