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Search: subject:"Credit Conversion Factor"
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Determinants of corporate exposure at default under distressed economic and financial conditions in a developing economy : the case of Zimbabwe
Matenda, Frank Ranganai
;
Sibanda, Mabutho
;
Chikodza, Eriyoti
- In:
Risk management : an international journal
23
(
2021
)
1/2
,
pp. 123-149
Persistent link: https://www.econbiz.de/10012544574
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Exposure at default modeling : a theoretical and empirical assessment of estimation approaches and parameter choice
Gürtler, Marc
;
Hibbeln, Martin
;
Usselmann, Piet
- In:
Journal of banking & finance
91
(
2018
),
pp. 176-188
Persistent link: https://www.econbiz.de/10011963658
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