O'Reilly logo

Rethinking Valuation and Pricing Models by Greg N. Gregoriou, Christian Hoppe, Carsten Wehn

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

30

A Rating-Based Approach to Pricing Sovereign Credit Risk

Marco Rossi and Gabriele Zinna

International Monetary Fund

Chapter Outline

30.1 Introduction

Assessing credit risk is key to evaluating the adequacy of a lender’s prudential balances, in informing its loan pricing policies, and in developing internal rating systems and risk management processes. In practice, credit risk can be assessed by first estimating transition ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required