Ratings versus equity-based credit risk modelling
Subtitle: an empirical analysis
By: Pamela Nickell, William Perraudin and Simone Varotto.
Contributors: Perraudin, William R. M.; Varotto, Simone.; Bank of England.
Series: Working paper series / Bank of England -- no.132
Publisher: Bank of England
Published: 2001
Place of publication: London
Language: eng
Number of pages: 41