New definition of default - recalibration of credit risk models using Bayesian approach
Year of publication: |
2022
|
---|---|
Authors: | Ptak-Chmielewska, Aneta ; Kopciuszewski, Paweł |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 10.2022, 1, p. 1-16
|
Publisher: |
Basel : MDPI |
Subject: | new definition of default | credit risk models | Bayesian approach |
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