CDO rating methodology
Subtitle: some thoughts on model risk and its implications
By: by Ingo Fender and John Kiff.
Contributors: Kiff, John.; Bank for International Settlements. Monetary and Economic Dept.
Series: BIS working papers,; no. 163; BIS working papers (Online) ;; no. 163.
Publisher: Bank for International Settlements
Published: 2004
Place of publication: Basel, Switzerland
Language: eng
Format: Electronic resource
Subjects: Collateralized debt obligations -- Mathematical models.; Credit ratings -- Mathematical models.; Risk -- Mathematical models.
Notes: Includes bibliographical references.
Title from PDF file (viewed on Nov. 15, 2004).
"Monetary and Economic Department."
"November 2004."
Also available in print.
System requirements: Adobe Acrobat Reader.
Mode of access: World Wide Web.