http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
theory and application of migration matrices
1. Introduction: credit risk modeling, ratings and migration matrices -- 2. Rating and scoring techniques -- 3. The new based capital accord -- 4. Rating based modeling -- 5. Migration matrices and the markov chain approach -- 6. Stability of credit migrations -- 7. Measures for comparison of transition matrices -- 8. Real-world and risk-neutral transition matrices -- 9. Conditional credits migrations: adjustments and forecasts -- 10. Dependence modeling and credit migrations -- 11. Credit derivatives
Includes bibliographical references (p. 249-258) and index