Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
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. стр. 40-44.Результаты исследований: Публикации в книгах, отчётах, сборниках, трудах конференций › статья в сборнике материалов конференции › научная › Рецензирование
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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