An approach to credit risk modeling that integrates probability of default with interest rates. Developed by finance professors Jarrow and Turnbull, the model is a tool for lenders in their risk management strategies.

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**Jarrow–Turnbull model - Wikipedia, the free encyclopedia**

Many experts in financial theory label the Jarrow–Turnbull model as the first " reduced-form" credit model. Reduced-form models are an approach to credit risk ...

**Jarrow Turnbull Model**

Jarrow Turnbull Model is the first models for pricing credit risk. It was developed by two people, Robert Jarrow and Stuart Turnbull. This model makes use of ...

**Jarrow Turnbull Model Definition | Investopedia**

One of the first reduced-form models for pricing credit risk. Developed by Robert Jarrow and Stuart Turnbull, the model utilizes multi-factor and dynamic analysis ...

**What is Jarrow Turnbull Model? - Investor Glossary**

What is Jarrow Turnbull Model? Find out right now with a helpful definition and links related to Jarrow Turnbull Model.

**What is Jarrow Turnbull model? definition and meaning**

Definition of Jarrow Turnbull model: An approach to credit risk modeling that integrates probability of default with interest rates. Developed by finance professors ...

**The Jarrow/Turnbull Default Risk Model: Evidence from the German ...**

We show that pricing errors from the term structure estimation are passed on to the Jarrow/Turnbull model and that estimated default intensities strongly depend ...

**Jarrow Turnbull Model: Definition from Answers.com**

Jarrow Turnbull Model A credit pricing model that utilizes multi-factor and dynamic analysis of interest rates.

**Jarrow Turnbull Model - Financial Dictionary - The Free Dictionary**

Jarrow Turnbull Model. Also found in: Wikipedia, 0.01 sec. Jarrow Turnbull Model . A model for pricing credit investment vehicles. The Jarrow Turnbull model ...