History of Credit Risk Models

被引：0
|
作者：
Adamko, Peter [1 ]
Kliestik, Tomas [2 ]
Birtus, Milos [2 ]
机构：
[1] Univ Zilina, Dept KMAHI, Fac Operat & Econ Transport & Commun, Zilina 01026, Slovakia
[2] Univ Zilina, Dept Econ, Fac Operat & Econ Transport & Commun, Zilina 01026, Slovakia
来源：
2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1 | 2014年 / 61卷
关键词：
Credit risk; History; Rating agency; Structural-form models; Reduced-form models; credit value-at-risk models; CORPORATE; VALUATION;
D O I：
暂无
中图分类号：
C [社会科学总论];
学科分类号：
03 ; 0303 ;
摘要：
The aim of presented paper is to introduce a historical review of the credit risk models. Overview begins in a time period without credit risk models - the beginnings of rating agencies, followed by the section about first mathematical models. The main part is devoted to the history of structural - formmodels, reduced - formmodels and value - at - riskmodels.
引用
收藏
页码：148 / 153
页数：6
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