Mark Hrycay

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Citation 7

Parameterizing Credit Risk Models with Rating Data

FEDS Working Paper No. 2000-47
Number of pages: 93 Posted: 25 Jan 2001
Mark Hrycay and Mark Carey
Advertising.com and Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section
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Citation 7

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Parameterizing Credit Risk Models with Rating Data

Journal of Banking and Finance, Vol. 25, No. 1, January 2001
Posted: 21 Mar 2001
Mark Hrycay and Mark Carey
Advertising.com and Board of Governors of the Federal Reserve - Division of International Finance (IFDP) - International Banking Section

Abstract:

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