KMV: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Remove surplus link.) |
imported>Doug Williamson (Classify page.) |
||
| Line 10: | Line 10: | ||
* [[Default]] | * [[Default]] | ||
* [[Merton distance-to-default]] | * [[Merton distance-to-default]] | ||
[[Category:Identify_and_assess_risks]] | |||
[[Category:Manage_risks]] | |||
[[Category:Risk_frameworks]] | |||
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.
