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A Measure on Joint Default Risk Based Credit Rating Information and Combinatorial Copula Function

机译：基于联合违约风险的信用评级信息和组合Copula函数的度量

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Chen Lin; Zhou Zongfang;
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年度 2011
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1. Ratings versus market-based measures of default risk in portfolio governance [J] . Gunter Loeffler Journal of banking & finance . 2004,第11期

机译：投资组合治理中的评级与基于市场的违约风险度量
2. Risk measurement of multivariate credit portfolio based on M-Copula Functions [J] . X. Wang PoS - Proceedings of Science . 2015,第2015期

机译：基于M-Copula函数的多元信贷组合风险度量
3. Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products [J] . Tze Leung Lai, Samuel Po-Shing Wong Statistics and Its Interface . 2008,第2期

机译：基于巴塞尔协议II内部评级的衡量零售产品信用风险的统计模型
4. MEASURES OF DEFAULT DEPENDENCE RISK BASED ON COPULAS [C] . WENDE YI, AIHUA HUANG The Second International Conference on Information Systems Sciences（ICISS'2008）（第二届信息与系统科学国际会议）论文集 . 2009

机译：基于Copulas的默认依赖风险的度量
5. Credit rating, default probability and structural credit risk models. [D] . Du, Yu. 2004

机译：信用评级，违约概率和结构性信用风险模型。
6. Two retailer–supplier supply chain models with default risk under trade credit policy [O] . Chengfeng Wu, Qiuhong Zhao -1

机译：贸易信贷政策下具有违约风险的两个零售商-供应商供应链模型
7. Achieving an adequate balance between the level of complexity, objectivity and comparability which is required within the capital framework: credit ratings and the Standardized Approach (SA-CCR) for measuring Exposure at Default (EAD) for Counter-Party Credit Risk [O] . Ojo Marianne 2014

机译：在资本框架内要求的复杂性，客观性和可比性水平之间取得适当的平衡：信用评级和标准化方法（sa-CCR），用于衡量对手信用风险的违约风险（EaD）

A Measure on Joint Default Risk Based Credit Rating Information and Combinatorial Copula Function

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