The Bloomberg Corporate Default Risk Model (DRSK) for Private Firms

2021 ◽  
Author(s):  
Mario Bondioli ◽  
Martin Goldberg ◽  
Nan Hu ◽  
Chengrui Li ◽  
Olfa Maalaoui Chun ◽  
...  
Keyword(s):  
Default Risk ◽  
Risk Model ◽  
Private Firms ◽  
Corporate Default

The Bloomberg Corporate Default Risk Model (DRSK) for Public Firms

2021 ◽  
Author(s):  
Mario Bondioli ◽  
Martin Goldberg ◽  
Nan Hu ◽  
Chengrui Li ◽  
Olfa Maalaoui Chun ◽  
...  
Keyword(s):  
Default Risk ◽  
Risk Model ◽  
Public Firms ◽  
Corporate Default

Internal Default Risk Model: Simulation of Default Times And Recovery Rates within the New FRTB Framework

2018 ◽  
Author(s):  
Andrea Bertagna ◽  
Deliu Dragos ◽  
Luca Lopez ◽  
Aldo Nassigh ◽  
Michele Pioppi ◽  
...  
Keyword(s):  
Default Risk ◽  
Risk Model ◽  
Model Simulation ◽  
Recovery Rates
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