KMV: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
imported>Doug Williamson (Classify page.) |
imported>Doug Williamson (Layout.) |
||
| 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. | ||
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.
