Statistical Uncertainty of PD Estimation under the Basel Regulations
Year of publication: |
2023
|
---|---|
Authors: | Scherer, Dominik ; Kleinen, Pascal T. ; Reher, Gerrit |
Publisher: |
[S.l.] : SSRN |
Subject: | Basler Akkord | Basel Accord | Risiko | Risk | Schätztheorie | Estimation theory | Regulierung | Regulation | Welt | World |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 22, 2023 erstellt |
Other identifiers: | 10.2139/ssrn.4339561 [DOI] |
Classification: | G21 - Banks; Other Depository Institutions; Mortgages ; G28 - Government Policy and Regulation |
Source: | ECONIS - Online Catalogue of the ZBW |
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