Modeling exposure at default and loss given default : empirical approaches and technical implementation
Year of publication: |
2012
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Authors: | Yang, Bill Huajian ; Tkachenko, Mykola |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 8.2012, 2, p. 81-102
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Subject: | Kreditrisiko | Credit risk | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Theorie | Theory |
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