For credit risk assessment, probability of default and correlation have to be estimated simultaneously. However, these … how many periods should be available for assessing credit risk taking account of estimation uncertainty if bootstrapping …

which include estimation uncertainty but ignore default correlation might estimate the real credit risk more correctly than …

For credit risk assessment, probability of default and correlation have to be estimated simultaneously. However, these … how many periods should be available for assessing credit risk taking account of estimation uncertainty if bootstrapping … available for similar results. -- confidence region ; credit portfolio risk ; estimation uncertainty ; bootstrapping …

which include estimation uncertainty but ignore default correlation might estimate the real credit risk more correctly than … the underlying probability distributions of these intervals. -- probability of default ; estimation uncertainty ; risk …