KMV: Difference between revisions
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imported>Doug Williamson (Create the page. Sources: The Treasurer February 2017 p43 and Moody's Analytics webpage http://www.moodysanalytics.com/About-Us/History/KMV-History.) |
imported>Doug Williamson (Layout.) |
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''Credit risk'' | ''Credit risk''. | ||
KMV is a credit risk process based on the work of Kealhofer, McQuown and Vasicek. | KMV is a credit risk process based on the work of Kealhofer, McQuown and Vasicek. | ||
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* [[Credit risk]] | * [[Credit risk]] | ||
* [[Default]] | * [[Default]] | ||
* [[Merton distance-to-default]] | * [[Merton distance-to-default]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[ | [[Category:Risk_frameworks]] | ||
Latest revision as of 20:20, 26 June 2022
Credit risk.
KMV is a credit risk process based on the work of Kealhofer, McQuown and Vasicek.
It calculates expected default frequencies.
