CDO rating methodology : some thoughts on model risk and its implications

Author(s)

• Fender, Ingo
• Kiff, John
• Bank for International Settlements

Bibliographic Information

CDO rating methodology : some thoughts on model risk and its implications

by Ingo Fender and John Kiff

（BIS working papers, no. 163）

Bank for International Settlements, c2004

• : print

Note

"Monetary and Economic Department"

"November 2004"

Includes bibliographical references (p. 14-15)

Details

• NCID: BB14959488
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basel
• Pages/Volumes: 23 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553