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Morgan, 1997 - Google Patents

Introduction to creditmetrics

Morgan, 1997

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Document ID
11219413627658883658
Author
Morgan J
Publication year
Publication venue
Technical document

External Links

Snippet

CreditMetrics will be useful to all companies worldwide that carry credit risk in the course of their business. It provides a methodology to quantify credit risk across a broad range of instruments, including traditional loans, commitments and letters of credit; fixed income …
Continue reading at marshallinside.usc.edu (PDF) (other versions)

Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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