Credit Migration in Residential Mortgages: Fico Drift as a Prelude to Loan Performance

2010 ◽  
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Keyword(s):  
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Credit Migration

Credit migration risk modeling

2010 ◽  
Vol 6 (1) ◽  
pp. 3-30 ◽  
Author(s):  
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Paolo Vanini
Keyword(s):  
Risk Modeling ◽  
Credit Migration

scholarly journals Credit migration and basket derivatives pricing with copulas

2006 ◽  
Vol 10 (1) ◽  
pp. 43-68 ◽  
Author(s):  
Tony Berrada ◽  
Debbie Dupuis ◽  
Eric Jacquier ◽  
Nicolas Papageorgiou ◽  
Bruno Rémillard
Keyword(s):  
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Credit Migration
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