Credit Risk Models and Valuation

被引：0
|
作者：
Gavlakova, Petra [1 ]
Kliestik, Tomas [1 ]
机构：
[1] Univ Zilina, Dept Econ, Fac Operat & Econ Transport & Commun, Zilina 01026, Slovakia
来源：
2014 4TH INTERNATIONAL CONFERENCE ON APPLIED SOCIAL SCIENCE (ICASS 2014), PT 1 | 2014年 / 51卷
关键词：
Credit risk; Portfolio; Credit Risk Models;
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：
Credit risk represents the distribution of financial failures because of the sudden changes in the credit quality of a contractual partner. There have been many examples that circulate from agency regressions to failure to service debt, even to the liquidation. This paper is on theoretical basis and it gives the brief description of the two credit risk models: Credit Metrics, Credit Risk+.
引用
收藏
页码：139 / 143
页数：5
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