Exposure at Default Modeling with Default Intensities
Year of publication: |
2011
|
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Authors: | Witzany, Jiří |
Published in: |
European Financial and Accounting Journal. - Prague : University of Economics, Faculty of Finance and Accounting, ISSN 1805-4846. - Vol. 6.2011, 4, p. 20-48
|
Publisher: |
Prague : University of Economics, Faculty of Finance and Accounting |
Subject: | Credit risk | Exposure at default | Default intensity | Regulatory capital |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.18267/j.efaj.18 [DOI] 858997029 [GVK] hdl:10419/109878 [Handle] RePEc:prg:jnlefa:v:2011:y:2011:i:4:id:18:p:20-48 [RePEc] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: |
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Exposure at Default Modeling with Default Intensities
Witzany, Jiří, (2011)
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Exposure at default modeling with default intensities
Witzany, Jiří, (2011)
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