Sample dependency during unconditional credit capital estimation
Year of publication: |
November 2015
|
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Authors: | Ferrer, Alex ; Casals, José ; Sotoca, Sonia |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 15.2015, p. 175-186
|
Subject: | Charge-off | Credit risk | Unconditional capital | Unconditional credit loss distribution | Theorie | Theory | Kreditrisiko | Statistische Verteilung | Statistical distribution |
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