The importance and subtlety of credit rating migration
- 1 October 1998
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 22 (10-11) , 1231-1247
- https://doi.org/10.1016/s0378-4266(98)00066-1
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Credit risk measurement: Developments over the last 20 yearsJournal of Banking & Finance, 1997
- Almost Everything You Wanted to Know about Recoveries on Defaulted BondsCFA Magazine, 1996
- The Effectiveness of Downgrade Provision in Reducing Counterparty Credit RiskThe Journal of Fixed Income, 1995
- Measuring Changes in Corporate Credit QualityThe Journal of Fixed Income, 1994
- The Implications of Corporate Bond Ratings DriftCFA Magazine, 1992
- Rating Drift in High-Yield BondsThe Journal of Fixed Income, 1992
- Changes in Corporate Credit Quality 1970–1990The Journal of Fixed Income, 1992
- Measuring Corporate Bond Mortality and PerformanceThe Journal of Finance, 1989