Calibration of internal rating systems : the case of dependent default events
by André Güttler and Helge G. Liedtke
| Year of publication: |
2007
|
|---|---|
| Authors: | Güttler, André ; Liedtke, Helge G. |
| Published in: |
Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 0023-4591, ZDB-ID 3269-4. - Vol. 40.2007, 4, p. 527-551
|
| Subject: | Interne Revision | Internal audit | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Kreditgeschäft | Bank lending | Bewertung | Evaluation | Portfolio-Management | Portfolio selection | Bank |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in dt. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003654550