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As a final application of the K SystemK System to real data, a comprehensive credit-risk analysisCredit Risk (CR)credit-risk analysis is made on European government bondsGovernment Bond (GB)European government bond (EUGB) (EUGBs) of 5 EU (European Union) states; Germany, France, Italy, Spain and Greece over the period 2007.04 – 2012.03, where the GBs issued by these Five States are respectively denoted by DGB, FGB, IGB, SGB and GrGB.

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Credit Risk Analysis on Euro Government Bonds

  • 章节

  • 发表日期：

    2025年

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  • Takeaki Kariya,
  • Yoshiro Yamamura

摘要

As a final application of the K SystemK System to real data, a comprehensive credit-risk analysisCredit Risk (CR)credit-risk analysis is made on European government bondsGovernment Bond (GB)European government bond (EUGB) (EUGBs) of 5 EU (European Union) states; Germany, France, Italy, Spain and Greece over the period 2007.04 – 2012.03, where the GBs issued by these Five States are respectively denoted by DGB, FGB, IGB, SGB and GrGB.