Enhanced PD-implied ratings by targeting the credit rating migration matrix
10.1016/j.jfds.2021.05.001
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Main Authors: | Duan, Jin-Chuan, Li, Shuping |
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Other Authors: | RISK MANAGEMENT INSTITUTE |
Format: | Article |
Published: |
KeAi Communications Co.
2022
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Subjects: | |
Online Access: | https://scholarbank.nus.edu.sg/handle/10635/232002 |
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Institution: | National University of Singapore |
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