Work

Cdo Rating Methodology: Some Thoughts on Model Risk and its Implications

Year: 2007

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.623662

Authors: Ingo Fender, John Kiff

Institutions: Bank for International Settlements, International Monetary Fund

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1527713525

Cites: 7

Cited by: 57

Related to: 10