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Assessing Credit Risk by Moody´s KMV Model. / Valaskova, Katarina; Gavlakova, Petra; Dengov, Viktor.

2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1. Information Engineering Research Institute, 2014. p. 40-44.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review

Harvard

Valaskova, K, Gavlakova, P & Dengov, V 2014, Assessing Credit Risk by Moody´s KMV Model. in 2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1. Information Engineering Research Institute, pp. 40-44.

APA

Valaskova, K., Gavlakova, P., & Dengov, V. (2014). Assessing Credit Risk by Moody´s KMV Model. In 2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1 (pp. 40-44). Information Engineering Research Institute.

Vancouver

Valaskova K, Gavlakova P, Dengov V. Assessing Credit Risk by Moody´s KMV Model. In 2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1. Information Engineering Research Institute. 2014. p. 40-44

Author

Valaskova, Katarina ; Gavlakova, Petra ; Dengov, Viktor. / Assessing Credit Risk by Moody´s KMV Model. 2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1. Information Engineering Research Institute, 2014. pp. 40-44

BibTeX

@inproceedings{43d8de28a5cd45678d27bc7571479755,
title = "Assessing Credit Risk by Moody´s KMV Model",
abstract = "Credit risk refers to the risk of loss arising from a counterparty default that fails to fulfill commitments under the terms of the contract. It is therefore insolvency or unwillingness of the debtor to pay its obligations. The present contribution deals with theoretical knowledge of credit risk, its measurement and then describes one of the most used credit risk models - Moody's KMV which function is explained on practical demonstrations.",
keywords = "Credit risk, financial risk, Moodyґ s KMV model.",
author = "Katarina Valaskova and Petra Gavlakova and Viktor Dengov",
year = "2014",
language = "English",
isbn = "978-1-61275-068-2",
pages = "40--44",
booktitle = "2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1",
publisher = "Information Engineering Research Institute",
address = "United States",

}

RIS

TY - GEN

T1 - Assessing Credit Risk by Moody´s KMV Model

AU - Valaskova, Katarina

AU - Gavlakova, Petra

AU - Dengov, Viktor

PY - 2014

Y1 - 2014

N2 - Credit risk refers to the risk of loss arising from a counterparty default that fails to fulfill commitments under the terms of the contract. It is therefore insolvency or unwillingness of the debtor to pay its obligations. The present contribution deals with theoretical knowledge of credit risk, its measurement and then describes one of the most used credit risk models - Moody's KMV which function is explained on practical demonstrations.

AB - Credit risk refers to the risk of loss arising from a counterparty default that fails to fulfill commitments under the terms of the contract. It is therefore insolvency or unwillingness of the debtor to pay its obligations. The present contribution deals with theoretical knowledge of credit risk, its measurement and then describes one of the most used credit risk models - Moody's KMV which function is explained on practical demonstrations.

KW - Credit risk

KW - financial risk

KW - Moodyґ s KMV model.

M3 - Conference contribution

SN - 978-1-61275-068-2

SP - 40

EP - 44

BT - 2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1

PB - Information Engineering Research Institute

ER -

ID: 7033617