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.
Язык оригиналаанглийский
Название основной публикации2014 2ND INTERNATIONAL CONFERENCE ON ECONOMICS AND SOCIAL SCIENCE (ICESS 2014), PT 1
ИздательInformation Engineering Research Institute
Страницы40-44
Число страниц5
ISBN (печатное издание)978-1-61275-068-2
СостояниеОпубликовано - 2014

ID: 7033617