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How Well Does the Vasicek-Basel AIRB Model Fit the Data? Evidence from a Long Time Series of Corporate Credit Rating Data

11/21/2009
By Paul H. Kupiec
Series: Center for Financial Research Working Paper

Details

Alternative Title:

No. 2009-10
Publisher's site:

https://www.fdic.gov/
Personal Author:

Paul H. Kupiec
Corporate Authors:

Federal Deposit Insurance Corporation (FDIC)
Pages in Document:

63
Series:

Center for Financial Research Working Paper
Dataset Download URL:

https://www.fdic.gov/analysis/cfr/working-papers/2009/2009-10.pdf
Format:

PDF
Main Document Checksum:

urn:sha256:663ef9a7865ea6a7fbd7ce1aef8cf873c8d2d8a2d2f210488dc01762a6b5ef6a
Download URL:

https://archive.fdic.gov/view/fdic/11989/fdic_11989_DS1.pdf
File Type:

[PDF - 522.67 KB ]

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