Credit Metrics Wurde bei J.P.Morgan entwickelt. Wird in erster Linie für die Evaluierung von Bond Portfolios verwen- det. (Sieh
کتابخانه مرکزی دانشگاه صنعتی شریف - CreditMetrics - technical document : the benchmark for understanding credit risk, Morgan, J. P.
![PDF] A Systematic Comparison of Two Approaches To Measuring Credit Risk : CreditMetrics versus CreditRisk + | Semantic Scholar PDF] A Systematic Comparison of Two Approaches To Measuring Credit Risk : CreditMetrics versus CreditRisk + | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/5ab0981c3be0062e4f03ae0779a84cd0478d75c6/15-Figure4.3-1.png)