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
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