An alternative methodology for estimating credit quality transition matrices

Author: Gómez-González José E.   Acevedo Paola Morales   García Fernando Pineda   Gómez Nancy Zamudio  

Publisher: Henry Stewart Publications

ISSN: 1752-8887

Source: Journal of Risk Management in Financial Institutions, Vol.2, Iss.4, 2009-01, pp. : 353-364

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Abstract