信用风险模型.pdf

下载文档 降价啦

12
0
约14.01万字
约 37页
2019-01-31 发布于山东
举报
版权申诉
保障服务

信用风险模型.pdf

1、本文档共37页，可阅读全部内容。
2、原创力文档（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。
3、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击这里二次下载。
4、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。

Modeling Default Risk Modeling Default Risk COPYRIGHT  1997-2001 KMV LLC, SAN FRANCISCO, CALIFORNIA, USA. All rights reserved. KMV LLC retains all trade secret, copyright and other proprietary rights in this document. Except for individual use, this document should not be copied without the express written permission of the owner. Portfolio Manager™, Portfolio Preprocessor™, GCorr™, Global Correlation Model™, Set Analyzer™, Expected Default Frequency™, and EDF™ are trademarks of KMV LLC. KMV, the KMV logo, Credit Monitor®, EDFCalc® and Private Firm Model® are registered trademarks of KMV LLC. All other trademarks are the property of their respective owners. Published by: Author(s): KMV, LLC Peter J. Crosbie 1620 Montgomery Street, Suite 140 Jeffrey R. Bohn San Francisco, CA 94111 U.S.A. Phone: +1 415-296-9669 FAX: +1 415-296-9458 email: support@ website: http: // KMV LLC ii Release Date: 15-November-1993 Revised: 14-January-2002 Modeling Default Risk Table of Contents Overview 1 Measuring Default Probability: The Problem2 Measuring Default Probability: A Practical App