EN
Structure and Intensity Based Approach in Credit Risk Models: A Literature Review
Öz
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.
Anahtar Kelimeler
Ayrıntılar
Birincil Dil
İngilizce
Konular
-
Bölüm
-
Yayımlanma Tarihi
1 Eylül 2017
Gönderilme Tarihi
1 Eylül 2017
Kabul Tarihi
-
Yayımlandığı Sayı
Yıl 2017 Cilt: 7 Sayı: 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, ve 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 (01 Eylül 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 ve C. S. Kumar, “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”, IJEFI, c. 7, sy 3, ss. 609–612, Eyl. 2017, [çevrimiçi]. Erişim adresi: 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 (01 Eylül 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, ve C.b Senthil Kumar. “Structure and Intensity Based Approach in Credit Risk Models: A Literature Review”. International Journal of Economics and Financial Issues, c. 7, sy 3, Eylül 2017, ss. 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]. 01 Eylül 2017;7(3):609-12. Erişim adresi: https://izlik.org/JA36JX32XN