Stressed distance to default and default risk

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Bibliographische Detailangaben
Veröffentlicht in:The journal of credit risk
1. Verfasser: Guo, Nan (VerfasserIn)
Weitere Verfasser: Li, Lingfei (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2022
Schlagworte:
default risk > distance to default (DTD) > stress testing > credit default swap (CDS) > credit rating > Aufsatz in Zeitschrift
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