IEEE - Institute of Electrical and Electronics Engineers, Inc. - Probabilistic Correspondences between Scales of Rating Agencies Modeling and Restoration of their Conditional Distributions in the Banking Sector

2018 Eleventh International Conference "Management of large-scale system development" (MLSD)

Author(s): I. Denezhkina ; S. Zadadaev
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 October 2018
Conference Location: Moscow, Russia, Russia
Conference Date: 1 October 2018
Page(s): 1 - 4
ISBN (Electronic): 978-1-5386-4924-4
DOI: 10.1109/MLSD.2018.8551820
Regular:

The paper is devoted to modeling probabilistic interrelationships between scales of international rating agencies, based on the observed assessments of investment attractiveness of banks and... View More

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