Empirical performance of loss given default prediction models
Benjamin Bade; Daniel Rösch; Harald Scheule
Year of publication: |
2011
|
---|---|
Authors: | Bade, Benjamin ; Rösch, Daniel ; Scheule, Harald |
Published in: |
The journal of risk model validation. - London : Risk Journals, ISSN 1753-9579, ZDB-ID 23167646. - Vol. 5.2011, 2, p. 25-44
|
Saved in:
Saved in favorites
Similar items by person
-
Default and recovery risk dependencies in a simple credit risk model
Bade, Benjamin, (2011)
-
Empirical performance of loss given default prediction models
Bade, Benjamin, (2011)
-
Default and Recovery Risk Dependencies in a Simple Credit Risk Model
Bade, Benjamin, (2011)
- More ...