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- W3122340282 abstract "AbstractThe following sections are included:INTRODUCTIONRETROSPECTThe Transformation of Credit Risk ManagementThe Altman Z-ScoresBeyond a Purely Micro FocusUpheavals Strain the Traditional Bank Business ModelThe Actuarial ApproachCredit Migration ApproachThe Merton ModelBeyond the Merton ModelPROSPECTStructured Securities: The Failure of Top-Down PricingStructured Securities: The Transition to Bottom-Up PricingMarket-Driven TransparencyPortfolio Dynamics: From Simple Correlations to Structural AnalysisBehavioral Obstacles and the Danger of Two CulturesCONCLUSIONNOTESREFERENCES" @default.
- W3122340282 created "2021-02-01" @default.
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- W3122340282 date "2012-12-01" @default.
- W3122340282 modified "2023-09-27" @default.
- W3122340282 title "Credit Markets: Retrospect and Prospect" @default.
- W3122340282 doi "https://doi.org/10.1142/9789814412643_0001" @default.
- W3122340282 hasPublicationYear "2012" @default.
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