The Current Models of Credit Portfolio Management: A Comparative Theoretical Analysis
The main purpose of this paper is to examine theoretically the current models of credit portfolio management. There are currently three types of models to evaluate the risk of credit portfolio; the structural models (Moody’s KMV model and CreditMetrics model) also defined as the models of the val...
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| Format: | Article |
| Language: | English |
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Danubius University
2018-10-01
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| Series: | Acta Universitatis Danubius: Oeconomica |
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| Online Access: | http://journals.univ-danubius.ro/index.php/oeconomica/article/view/4673/4591 |