An econometric model to quantify benchmark downturn loss given default on residential mortgages
Marco Morone; Anna Cornaglia
| Year of publication: |
2010
|
|---|---|
| Authors: | Morone, Marco ; Cornaglia, Anna |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 4.2010/11, 3, p. 27-51
|
| Subject: | Wohnimmobilien | Residential real estate | Hypothek | Mortgage | Kreditrisiko | Credit risk | Ökonometrisches Modell | Econometric model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008699884