Jennifer Tennant

Moody's Investors Service

Associate Analyst

99 Church Street

New York, NY 10007

United States

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Confidence Intervals for Corporate Default Rates

Number of pages: 14 Posted: 22 Jun 2007
Richard Cantor, David T. Hamilton and Jennifer Tennant
Moody's Investors Service, Moody's Analytics and Moody's Investors Service
Downloads 508 (107,545)
Citation 12

Abstract:

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default probability, bootstrap, risk management

Confidence Intervals for Corporate Default Rates

RISK Magazine, March 2008
Posted: 12 Feb 2008
Richard Cantor, David T. Hamilton and Jennifer Tennant
Moody's Investors Service, Moody's Analytics and Moody's Investors Service

Abstract:

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default probability, bootstrap, risk management