CDO rating methodology: some thoughts on model risk and its implications

Fender, Ingo; Kiff, John

CDO rating methodology: some thoughts on model risk and its implications - Basle Bank for International Settlements 2004 - 23 p. See BIS 332.15 LEB (Includes Acc. Nos. 32782, 32783, 32784 & 32785)

ISSN: 1020-0959


Credit risk

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