rating.scale.name

get.RISK.NAME

get.RISK.NAME,crp.CSFP-method

rating.scale.name-methods

rating.scale.name,crp.CSFP-method


The method returns the value of <code>rating.scale.name</code> as character.

methods

Modelling credit risks based on the concept of "CreditRisk+", First Boston Financial Products, 1997 and "CreditRisk+ in the Banking Industry", Gundlach & Lehrbass, Springer, 2003.

Kevin Jakob

crp.CSFP

CreditRisk+ Portfolio Model

rating.scale.name function

Get the name of the file containing the risk matrix of the model

rating.scale.name: Get the name of the file containing the risk matrix of the model

Description

Arguments