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作者:Rohit Bishnoi , Reena Sahu
来源:[J].SCHOLEDGE INTERNATIONAL JOURNAL OF BUSINESS POLICY & GOVERNANCE ISSN 2394-3351, 2015, Vol.2 (5), pp.21-27Scholedge出版公司
摘要:Study discusses four models representing credit risk theories. KMV has powerfully criticized the utilization of transition possibilities by Credit Metrics that is predicated on the average historical frequencies of defaults and credit migration. As discovered by Crouhy et al. (20...

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