Bin Wang

Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science (AMSS)

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A Theory of Credit Rating Criteria

Number of pages: 54 Posted: 01 Jan 2020 Last Revised: 07 Dec 2021
Nan Guo, Steven Kou, Bin Wang and Ruodu Wang
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
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Abstract:

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