SZodixStudyAcademic Library

Dashboard Shelves Open access My library Inbox Notes Write Learn Alerts

More

Ask your library Notifications Quick cite Review

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

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

PreprintShelves

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

Ingo Fender2007

OA

Preprintgreen2007

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

Ingo Fender · John Kiff

57 citations·0/0 files stored·SSRN Electronic Journal

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Credit Risk and Financial Regulations Financial Risk and Volatility Modeling Financial Distress and Bankruptcy Prediction

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 57 citations exist upstream.

References

2003Credit Derivatives Pricing Models: Models, Pricing and Implementation 2004Understanding the Risk of Synthetic CDOs 1999A Comparison of Bond Ratings from Moody's S&P and Fitch IBCA 2012The Credit Spread Puzzle

Cited by

2010Project Finance Collateralised Debt Obligations: an Empirical Analysis of Spread Determinants 2009The Systemic Regulation of Credit Rating Agencies and Rated Markets

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2009A Framework for Assessing the Systemic Risk of Major Financial Institutionsarticle · 2 shared references 2006Pricing Death: Frameworks for the Valuation and Securitization of Mortality Riskarticle · 1 shared reference 2004ANNIVERSARY ARTICLE: Option Pricing: Valuation Models and Applicationsarticle · 1 shared reference 2009CREDIT SPREADS, OPTIMAL CAPITAL STRUCTURE, AND IMPLIED VOLATILITY WITH ENDOGENOUS DEFAULT AND JUMP RISKarticle · 1 shared reference 2004Option Pricing: Valuation Models and Applicationsarticle · 1 shared reference 2010The Devil is in the Tails: Actuarial Mathematics and the Subprime Mortgage Crisisarticle · 1 shared reference

Details

Year2007

Typepreprint

Published2007-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations57

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.2139/ssrn.623662

openalex_workW1527713525

Links

Imported from OpenAlex (CC0) — nothing here is generated.