Managing Credit Risk: The Next Great Financial Challenge

Published on: 1998-11-03
Page Count: 476 pages
Print Type: BOOK
Maturity Rating: NOT_MATURE
Language: en
Embeddable: Yes
PDF Available: Yes
EPUB Available: No
ISBN-13: 9780471111894
ISBN-10: 0471111899
... Risk Correlation 289 To summarize the stand - alone risk determination , CreditMetrics derives the probability distribution of future values on the basis of the promised cash flows , recovery rate , seniority , the probabilities of the ...

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