Moody's

Company · UN · 2 documents

Key number

54.– CHF

Retail Price. SECA (Swiss Private Equity and Corporate Finance Association) p.1

Key number

€7,887,397,000

Total analyzed portfolio exposure (2021). Zenodo (CERN European Organization for Nuclear Research) p.30

Una versione logit di Merton-Vasicek: A logit version of the models of Merton and Vasicek

Research paperZenodo (CERN European Organization for Nuclear Research)October 202638 pages

The paper proposes replacing structural asset correlation in the Merton-Vasicek framework with the linear correlation between credit survival logits, enabling the modeling of unlisted corporate credit risk from standard bank rating systems.

Hybride und mezzanine Finanzierungsinstrumente

StudySECA (Swiss Private Equity and Corporate Finance Association)1 pages

The publication is published as Band 12 of the Swiss Private Equity & Corporate Finance Association book series.