reduced-form-approaches

  1. Nicole Seaman

    P2.T6.703 Structural versus Reduced-form credit risk approaches (DeLaurentis)

    Learning outcomes: Describe rating agencies’ assignment methodologies for issue and issuer ratings. Describe the relationship between borrower rating and probability of default. Compare agencies’ ratings to internal experts-based rating systems. Distinguish between the structural approaches and...
    • Nicole Seaman
    • Thread
    • borrower-rating delaurentis issue-ratings issuer-ratings probability-of-default rating-agencies reduced-form-approaches structural-approaches
    • Replies: 0
    • Forum: FRM® Practice Questions
Top