Portfolio Level Credit Enhancement Analysis of Trade Receivable ABCP---A Stochastic Modeling Approach
碩士 === 國立臺灣大學 === 財務金融學研究所 === 93 === Due to the fast development of trade receivable ABCP, assessing the short-term credit risk has become an important issue. The current short-term credit risk models focus either on corporate failure prediction or corporate short-term credit analysis. Few of the...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/34126901455816180278 |