Modeling portfolio credit risk using accelerated hazard rates

Lun Zhang*, Jinlin Li, Lun Ran

*Corresponding author for this work

    Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

    Abstract

    In recent years, credit risk has played a key role in risk management issues. This paper accesses portfolio credit risk by using accelerated hazard rates. It explains how the concept of accelerated hazard rates, which used in reliability engineering, can be employed in finance to model credit risk, so as to link the default probabilities to the underlying macroeconomic and firm-specific factors.

    Original languageEnglish
    Title of host publication2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008
    DOIs
    Publication statusPublished - 2008
    Event2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008 - Dalian, China
    Duration: 12 Oct 200814 Oct 2008

    Publication series

    Name2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008

    Conference

    Conference2008 International Conference on Wireless Communications, Networking and Mobile Computing, WiCOM 2008
    Country/TerritoryChina
    CityDalian
    Period12/10/0814/10/08

    Keywords

    • Acceleration factors
    • Hazard rates
    • Portfolio credit risk

    Fingerprint

    Dive into the research topics of 'Modeling portfolio credit risk using accelerated hazard rates'. Together they form a unique fingerprint.

    Cite this