Nan Guo

China Bond Rating Co. Ltd.

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

A Theory of Credit Rating Criteria

Number of pages: 54 Posted: 01 Jan 2020 Last Revised: 07 Dec 2021
China Bond Rating Co. Ltd., Boston University, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS) and University of Waterloo - Department of Statistics and Actuarial Science
Downloads 291 (149,743)

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Credit ratings, Structured finance, Dodd-Frank, Axiomatic characterization

Stressed Distance to Default and Default Risk

Journal of Credit Risk
Number of pages: 24 Posted: 25 Feb 2020 Last Revised: 03 Aug 2021
Nan Guo and Lingfei Li
China Bond Rating Co. Ltd. and The Chinese University of Hong Kong
Downloads 124 (319,240)

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Default risk; Distance to default; Stress testing; Credit default swap; Credit rating

Stressed Distance to Default and Default Risk

Journal of Credit Risk, Vol. 18, No. 3, 2022
Number of pages: 20 Posted: 01 Sep 2022
Nan Guo and Lingfei Li
China Bond Rating Co. Ltd. and The Chinese University of Hong Kong
Downloads 1 (955,548)
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default risk, distance to default (DTD), stress testing, credit default swap (CDS), credit rating