信用风险模型(英文)(pdf 37页)
所属分类:信用管理
文件大小:473 KB
下载要求:10 学币或VIP
点击下载Overview ………………………..........1
Measuring Default Probability: The Problem………………..........2
Measuring Default Probability: A Practical Approach……………….....7
Estimate Asset Value and Volatility……………………….....8
Calculate the Distance-to-default ……………………….......11
Calculate the Default Probability ……………………….......12
Putting it all Together ………………........13
A Closer Look at Calculating EDF Credit Measures………………........14
Calculating Long-Term EDF Credit Measures………………........18
Some FrequentlyAsked Questions About KMV’s EDF Credit Measures……………….......19
Testing the DefaultMeasure’s Performance ………………...........29
Summary and Discussion ……………….......33
..............................
下一篇:信用评级研究(pdf 7页)
精品资料网 m.cnshu.cn
Copyright © 2004- 粤ICP备10098620号-1