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- W1858123085 abstract "Credit risk modeling encompasses three variables of differing importance. These variables, from most to least important, are default probability, recovery rate, and correlation. How an investor approaches an assessment of these three factors indicates his or her likelihood of success in tackling the basic problem of modeling credit risk." @default.
- W1858123085 created "2016-06-24" @default.
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- W1858123085 date "2008-06-01" @default.
- W1858123085 modified "2023-09-24" @default.
- W1858123085 title "Modeling Credit Risk in Fixed-Income Portfolios" @default.
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- W1858123085 doi "https://doi.org/10.2469/cp.v25.n2.3" @default.
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