KMV: Difference between revisions
From ACT Wiki
Jump to navigationJump to search
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.) |
(No difference)
|
Revision as of 21:45, 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.
See also
