Modeling the Default Probabilities of Russian Banks: Extended Abillities
Year of publication: |
2013
|
---|---|
Authors: | Karminsky, A. ; Kostrov, A. |
Published in: |
Journal of the New Economic Association. - New Economic Association - NEA. - Vol. 17.2013, 1, p. 64-86
|
Publisher: |
New Economic Association - NEA |
Subject: | probability of default (PD) | banks | Russia | risk-management | internal ratings | IRB approach | Basel II |
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