Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Rafael Mileo"'
Publikováno v:
Contextus, Vol 11, Iss 1, Pp 103-116 (2013)
The paper analyzes CreditRisk+ Model theoretical foundations and fulfillment in a credit portfolio sample. In this analysis, CreditRisk+ Model, one of the risk assessment models created by banks, was applied in an US portfolio sample with default eve
Externí odkaz:
https://doaj.org/article/25e0ff694eec449b9f7d4adc7fba5b77
Publikováno v:
Repositório Institucional da Universidade Federal do Ceará (UFC)
Universidade Federal do Ceará (UFC)
instacron:UFC
Contextus, Vol 11, Iss 1, Pp 103-116 (2013)
Contextus, Vol 11, Iss 1 (2013)
Contextus-Contemporary Journal of Economics and Management; Vol 11 No 1: jan/jun 2013; 103-116
Contextus – Revista Contemporánea de Economía y Gestión; Vol. 11 Núm. 1: jan/jun 2013; 103-116
Contextus – Revista Contemporânea de Economia e Gestão; v. 11 n. 1: jan/jun 2013; 103-116
Contextus (Fortaleza. Online)
Universidade Federal do Ceará (UFC)
instacron:UFC
Contextus, Vol 11, Iss 1, Pp 103-116 (2013)
Contextus, Vol 11, Iss 1 (2013)
Contextus-Contemporary Journal of Economics and Management; Vol 11 No 1: jan/jun 2013; 103-116
Contextus – Revista Contemporánea de Economía y Gestión; Vol. 11 Núm. 1: jan/jun 2013; 103-116
Contextus – Revista Contemporânea de Economia e Gestão; v. 11 n. 1: jan/jun 2013; 103-116
Contextus (Fortaleza. Online)
The paper analyzes CreditRisk+ Model theoretical foundations and fulfillment in a credit portfolio sample. In this analysis, CreditRisk+ Model, one of the risk assessment models created by banks, was applied in an US portfolio sample with default eve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b1ccdef6aca04a6b268454e6a3e65621
http://www.repositorio.ufc.br/handle/riufc/7476
http://www.repositorio.ufc.br/handle/riufc/7476
Publikováno v:
Revista Alcance. 21:448
O artigo tem como objetivo investigar o comportamento de um dos principais modelos de avaliacao do risco de credito, o KMV, baseado na formulacao teorica de Merton (1974), em uma amostra de empresa integrantes do indice Ibovespa com dados do periodo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ab5aa2216a667791e928a936e423209d
https://doi.org/10.14210/alcance.v21n3.p448-468
https://doi.org/10.14210/alcance.v21n3.p448-468