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The Best Choice for Measuring Credit Risk

What is the most effective and most accurate approach for assessing corporate credit risk? Isabel Abinzano , Ana Gonzalez –Urteaga and Luis Muga Inarbe offer an in-depth analysis of eight different credit risk measures, including Atlman’s Z, CDS spreads and the Black-Scholes-Merton model.

November 29, 2021

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