Probability of default estimation and validation within context of the credit cycle
Year of publication: |
2010
|
---|---|
Authors: | Blümke, Oliver |
Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 4.2010/11, 2, p. 27-45
|
Subject: | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Portfolio-Management | Portfolio selection | Nichtparametrisches Verfahren | Nonparametric statistics |
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