On the mathematical modeling of point-in-time and through-the-cycle probability of default estimation/ validation
Year of publication: |
2019
|
---|---|
Authors: | Zhang, Xin ; Tung, Tony |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 13.2019, 1, p. 39-61
|
Subject: | Basler Akkord | Basel Accord | Bankrisiko | Bank risk | Messung | Measurement | Modellierung | Scientific modelling |
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