Work

A Survey of Cyclical Effects in Credit Risk Measurement Models

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.315561

Authors: Linda Allen, Anthony Saunders

Institutions: Baruch College, City University of New York, New York University

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2111585935

Cites: 89

Cited by: 135

Related to: 10