Banque de France scores: development, applications, and maintenance.
Year of publication: |
2006
|
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Authors: | Bardos, M. |
Published in: |
Quarterly selection of articles - Bulletin de la Banque de France. - Banque de France. - 2006, 05, p. 79-94
|
Publisher: |
Banque de France |
Subject: | company diagnoses | credit risk | credit scoring | probability of failure | payment default | risk classes | score maintenance |
Extent: | application/pdf |
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Type of publication: | Article |
Classification: | C53 - Forecasting and Other Model Applications ; D21 - Firm Behavior ; D81 - Criteria for Decision-Making under Risk and Uncertainty ; G11 - Portfolio Choice ; G33 - Bankruptcy; Liquidation |
Source: |
-
Les scores de la Banque de France : leur développement, leurs applications, leur maintenance.
BARDOS, M., (2005)
-
Leveraged Buyout Bankruptcies, the Problem of Hindsight Bias, and the Credit Default Swap Solution
Simkovic, Michael, (2011)
-
Option-Based Pricing of Wrong Way Risk for CVA
Kenyon, Chris, (2016)
- More ...
-
La contagion du risque via les impayés sur effets de commerce.
BARDOS, M., (2006)
-
Les scores de la Banque de France : leur développement, leurs applications, leur maintenance.
BARDOS, M., (2005)
-
Risk contagion through defaults on trade bills.
Bardos, M.,
- More ...