Prediction of default risk : an options-based approach applied to the Brazilian banking sector
Year of publication: |
2011
|
---|---|
Authors: | Takami, Marcelo Yoshio ; Tabak, Benjamin Miranda |
Published in: |
Journal of banking regulation. - Basingstoke : Palgrave Macmillan, ISSN 1745-6452, ZDB-ID 2187925-4. - Vol. 12.2011, 2, p. 167-179
|
Subject: | Brasilien | Brazil | Bank | Kreditrisiko | Credit risk | Bankrisiko | Bank risk | Prognoseverfahren | Forecasting model |
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