Estimating probabilities of default for low default portfolios
Year of publication: |
2006
|
---|---|
Authors: | Pluto, Katja ; Tasche, Dirk |
Published in: |
The Basel II risk parameters : estimation, validation, and stress testing : with 58 tables. - Berlin : Springer, ISBN 3-540-33085-2. - 2006, p. 79-103
|
Subject: | Insolvenz | Insolvency | Portfolio-Management | Portfolio selection | Kreditrisiko | Credit risk | Schätzung | Estimation |
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