Yen-Ting Hu

affiliation not provided to SSRN

SCHOLARLY PAPERS

3

DOWNLOADS

416

CITATIONS

5

Scholarly Papers (3)

1.

The Estimation of Transition Matrices for Sovereign Credit Ratings

Journal of Banking and Finance, Vol. 26, 2002
Number of pages: 35 Posted: 17 Nov 2011
Risk Control Limited, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 187 (159,441)
Citation 24

Abstract:

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Sovereigns, rating transition matrices, sovereign defaults

2.

The Dependence of Recovery Rates and Defaults

Risk Control Research Paper No. 6/1
Number of pages: 28 Posted: 29 Nov 2011
Risk Control Limited and affiliation not provided to SSRN
Downloads 150 (193,045)
Citation 4

Abstract:

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default rates, recovery rates, extreme value theory, VaR

3.

Judgmental Versus Quantitative Credit Risk Measures for Sovereigns

Number of pages: 20 Posted: 29 Sep 2011
Risk Control Limited, affiliation not provided to SSRN, affiliation not provided to SSRN and European Union - Committee of the Regions
Downloads 79 (303,493)

Abstract:

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credit risk measures, sovereigns, standard and poor's, sovereign default, downgrades, upgrades