A new methodology for estimating internal credit risk and bankruptcy prediction under Basel II regime
M. Naresh Kumar, V. Sree Hari Rao
| Year of publication: |
June 2015
|
|---|---|
| Authors: | Naresh Kumar, M. ; Rao, V. Sree Hari |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 46.2015, 1, p. 83-102
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| Subject: | Credit risk | Bankruptcy | Prediction | Pearson type 3 distribution | Z score | Non-linear models | Insolvenz | Insolvency | Kreditrisiko | Prognoseverfahren | Forecasting model | Theorie | Theory | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating | Finanzdienstleistung | Financial services | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-014-9452-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011441045