Bank-sourced credit transition matrices : estimation and characteristics
Year of publication: |
2021
|
---|---|
Authors: | Stepankova, Barbora |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 288.2021, 3 (1.2.), p. 992-1005
|
Subject: | Risk management | Credit risk | Transition matrices | Simulation | Banking | Theorie | Theory | Risikomanagement | Kreditrisiko | Finanzdienstleistung | Financial services |
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