Modelling LGD for unsecured retail loans using Bayesian methods
Year of publication: |
2015
|
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Authors: | Bijak, Katarzyna ; Thomas, Lyn C. |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 66.2015, 2, p. 342-352
|
Subject: | Loss Given Default | downturn LGD | Bayesian | regression models | Theorie | Theory | Kreditrisiko | Credit risk | Bayes-Statistik | Bayesian inference | Kreditgeschäft | Bank lending | Basler Akkord | Basel Accord |
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