Home
About
Contacts
Tell a Colleague
Help/FAQs
Site Index
Search

« The subprime crisis deepens | Main | Lawyers sour on principles-based regulation »

Estimating default probabilities

In the latest issue of Risk, Nicholas Keifer looks at the probability approach to estimating default probabilities. Conclusion: generally useful, but careful around extreme cases. Discuss the paper below.

Also: Moody's have followed S&P and downgraded a large number of mortgage-backed securities.

Posted by Alexander Campbell on July 11, 2007 3:48 PM |

Post a comment

(If you haven't left a comment here before, you may need to be approved by the site owner before your comment will appear. Until then, it won't appear on the entry. Thanks for waiting.)

Risk 15% Limited Subscription Offer
© Incisive Media Investments Ltd. 2009 Jobs at Incisive Media | Terms and conditions | Privacy policy | Accessibility statement
Incisive Media Limited, Haymarket House, 28-29 Haymarket, London SW1Y 4RX, is a company registered in the United Kingdom with company registration number 04038503