A simulation study of Basel II expected loss distributions for a portofolio of credit cards
Year of publication: |
2010
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Authors: | Bellotti, Tony |
Published in: |
Journal of financial services marketing : JFSM. - Basingstoke, Hampshire : Palgrave Macmillan, ISSN 1363-0539, ZDB-ID 1443521-4. - Vol. 14.2009/10, 4, p. 268-277
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Subject: | Verbraucherkredit | Consumer credit | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Kreditwürdigkeit | Credit rating | Basler Akkord | Basel Accord |
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