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- Credit Suisse - Institutional - Research - Client Applications - CreditRisk+ :: credit risk
CreditRisk+ is a methodology for calculating the distribution of possible credit losses from a portfolio. Developed by Credit Suisse and launched in 1997, the CreditRisk+ methodology has attracted much attention from practitioners, academics and the regulatory community.
Voir Credit Suisse - Institutional - Research - Client Applications - CreditRisk+