K and KMV: Difference between pages
From ACT Wiki
(Difference between pages)
imported>Doug Williamson (Classify page.) |
imported>Doug Williamson (Remove surplus link.) |
||
| Line 1: | Line 1: | ||
''Credit risk'' | |||
KMV is a credit risk process based on the work of Kealhofer, McQuown and Vasicek. | |||
It calculates expected default frequencies. | |||
== See also == | == See also == | ||
* [[ | * [[Credit risk]] | ||
* [[ | * [[Default]] | ||
* [[ | * [[Merton distance-to-default]] | ||
Revision as of 20:47, 9 February 2019
Credit risk
KMV is a credit risk process based on the work of Kealhofer, McQuown and Vasicek.
It calculates expected default frequencies.
