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 (Delete broken link.) |
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* [[MCT]] | * [[MCT]] | ||
* [[Merton distance-to-default]] | * [[Merton distance-to-default]] | ||
Revision as of 21:46, 11 February 2017
Credit risk
KMV is a credit risk process based on the work of Kealhofer, McQuown and Vasicek.
It calculates expected default frequencies.
