A comparative anatomy of credit risk models

Journal of Banking and Finance

Volumn 24, Issue 1-2, 2000, Pages 119-149

  Gordy, Michael B ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

C15; Comparative analysis; Credit risk; Financial products; G11; G31

Indexed keywords

EID: 0000847864     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4266(99)00054-0     Document Type: Article

References (11)

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7. + with Applications, June.
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