KMV: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Delete broken link.) |
imported>Doug Williamson (Layout.) |
||
| (2 intermediate revisions by the same user not shown) | |||
| Line 1: | Line 1: | ||
''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. | ||
| Line 9: | Line 9: | ||
* [[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.
