Rating versus equity-based credit risk modelling: an empirical analysis
By: William Perraudin and Simone Varotto.
Contributors: Perraudin, William.; Varotto, Simone.; Bank of England.
Series: Working paper series. Bank of England -- no.132; Working paper (Bank of England) -- No.132.
Publisher: Bank of England
Published: 1999
Place of publication: London
Language: eng
Number of pages: 47
Notes: Includes bibliographical references.