Probability of default estimation as a credit risk parameter : Markov chain approach applied in real data
Vasileios Ouranos and Alexandra Livada
| Year of publication: |
2022
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|---|---|
| Authors: | Ouranos, Vasileios ; Livada, Alexandra |
| Published in: |
The New digital era : other emerging risks and opportunities. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80382-985-2. - 2022, p. 151-176
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| Subject: | Credit risk | probability of default | Markov chain | Poissonregression models | bank management | retail unsecured loans | Kreditrisiko | Markov-Kette | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Schätzung | Estimation | Kreditgeschäft | Bank lending | Basler Akkord | Basel Accord | Insolvenz | Insolvency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S1569-37592022000109B010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013445611