EN
Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
Abstract
Credit Risk modeling has been a subject of considerable research interest for finance and statistical researchers. The quantification of credit risk by assigning measurable and comparable numbers to the likelihood of default or spread risk is a major frontier in modern finance. In this paper we provide a literature review of credit risk models including both structural and intensity based approaches. Our focus is placed on probability of default and hazard rate of time to default.
Keywords
Details
Primary Language
English
Subjects
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Journal Section
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Publication Date
September 1, 2017
Submission Date
September 1, 2017
Acceptance Date
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Published in Issue
Year 2017 Volume: 7 Number: 3
APA
Ramesh, A., & Kumar, C. S. (2017). Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. International Journal of Economics and Financial Issues, 7(3), 609-612. https://izlik.org/JA36JX32XN
AMA
1.Ramesh A, Kumar CS. Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. IJEFI. 2017;7(3):609-612. https://izlik.org/JA36JX32XN
Chicago
Ramesh, Adithi, and C.b Senthil Kumar. 2017. “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”. International Journal of Economics and Financial Issues 7 (3): 609-12. https://izlik.org/JA36JX32XN.
EndNote
Ramesh A, Kumar CS (September 1, 2017) Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. International Journal of Economics and Financial Issues 7 3 609–612.
IEEE
[1]A. Ramesh and C. S. Kumar, “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”, IJEFI, vol. 7, no. 3, pp. 609–612, Sept. 2017, [Online]. Available: https://izlik.org/JA36JX32XN
ISNAD
Ramesh, Adithi - Kumar, C.b Senthil. “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”. International Journal of Economics and Financial Issues 7/3 (September 1, 2017): 609-612. https://izlik.org/JA36JX32XN.
JAMA
1.Ramesh A, Kumar CS. Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. IJEFI. 2017;7:609–612.
MLA
Ramesh, Adithi, and C.b Senthil Kumar. “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”. International Journal of Economics and Financial Issues, vol. 7, no. 3, Sept. 2017, pp. 609-12, https://izlik.org/JA36JX32XN.
Vancouver
1.Adithi Ramesh, C.b Senthil Kumar. Structure and Intensity Based Approach in Credit Risk Models: A Literature Review. IJEFI [Internet]. 2017 Sep. 1;7(3):609-12. Available from: https://izlik.org/JA36JX32XN