TY  - BOOK
AU  - Trueck,Stefan
AU  - Rachev,S.T.
ED  - ScienceDirect (Online service)
TI  - Rating based modeling of credit risk: theory and application of migration matrices 
T2  - Academic Press advanced finance series
SN  - 9780123736833
AV  - HG3751 .T78 2009
U1  - 332.7011 22
PY  - 2009///
CY  - London, Burlington, MA
PB  - Academic
KW  - Credit
KW  - Management
KW  - Risk management
KW  - Credit ratings
KW  - Mathematical models
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references (p. [249]-258) and index; 1. Introduction: Credit Risk Modeling, Ratings and Migration Matrices -- 2. Rating and Scoring Techniques -- 3. The New Basel Capital Accord -- 4. Rating Based Modeling -- 5. Migration Matrices and the Markov Chain Approach -- 6. Stability of Credit Migrations -- 7. Measures for Comparison of Transition Matrices -- 8. Real World and Risk-Neutral Transition Matrices -- 9. Conditional Credit Migrations: Adjustments and Forecasts -- 10. Dependence Modeling and Credit Migrations -- 11. Credit Derivatives; Electronic reproduction; Amsterdam; Elsevier Science & Technology; 2009; Mode of access: World Wide Web; System requirements: Web browser; Title from title screen (viewed on Apr. 10, 2009); Access may be restricted to users at subscribing institutions
UR  - https://ezproxy.taylors.edu.my/login?url=http://www.sciencedirect.com/science/book/9780123736833
ER  -