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سفارش طراحی انواع اکسپرت و اندیکاتور
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بایگانی‌ها Fabozzi 2004 - مرجع آموزش بازار بورس و فارکس

Fabozzi  2004 – Default Rates on Structured Finance Securities

In this paper,we analyze migration and concentration risks by means of individual borrower data from a commercial lending portfolio of a German universal bank during the period 2001-2004. With respect to migration risk, we find that default is non-absorbing, rating stability does not decline monotonously by rating grades, and alternative ways of calculating migration matrices […]

تاریخ : مارس 23rd, 0887