Rating-based CDS curves

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Entropy based Expeditive Methodology for Rating Curves Assessment

The river flow forecasting represents a crucial point to employ for improving a management policy addressed to the right use of water resources as well as for conjugating prevention and defense actions against environmental degradation. The difficulties occurring during the field activities encourage the development and implementation of operative computation and measuring methods addressed to ...

متن کامل

Proxy CDS Curves for Individual Corporates Globally

Corporate credit default swap (CDS) premium is the market price of credit risk posed by a corporate obligor. Although corporate CDS are commonly used for risk benchmarking in accounting and credit risk management, liquid CDS are limited to less than 500 corporate names globally. CDS users must either confine their usage to this limited subset or resort to aggregates derived from the liquid CDS ...

متن کامل

Trend analyses with river sediment rating curves

Sediment rating curves, which are fitted relationships between river discharge (Q) and suspended-sediment concentration (C), are commonly used to assess patterns and trends in river water quality. In many of these studies, it is assumed that rating curves have a power-law form (i.e. C= aQ, where a and b are fitted parameters). Two fundamental questions about the utility of these techniques are ...

متن کامل

Using width-based rating curves from spatially discontinuous satellite imagery to monitor river discharge

Remote estimation of river discharge from river width variations is an intriguing method for gauging rivers without conventional measurements. Entirely cloud-free imagery of an entire river reach is often rare, but partial coverage is more frequent. Discharge is estimated from spatially discontinuous imagery via construction of multiple width–discharge rating curves within a 62-km reach of the ...

متن کامل

Rating Curves: Part 1 – Correction for Surface Slope

Rating curves are the means by which readings of surface elevation at gauging stations on rivers are converted to discharges. Their implicit assumption of a unique relationship between stage and discharge overlooks some of the hydraulics of the problem by ignoring the effects of surface slope. This paper describes a method for allowing for possible variable slope by incorporating time derivativ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The European Journal of Finance

سال: 2018

ISSN: 1351-847X,1466-4364

DOI: 10.1080/1351847x.2018.1511441