Measuring expected time to default under stress conditions for corporate loans
Year of publication: |
2019
|
---|---|
Authors: | Górajski, Mariusz ; Serwa, Dobromił ; Wośko, Zuzanna |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 57.2019, 1, p. 31-52
|
Subject: | Conditional ETD | Credit risk | Time to default | Value at risk | Finanzdienstleistung | Financial services | Kreditrisiko | Insolvenz | Insolvency | Risikomaß | Risk measure |
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