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The official estimation for the term structure model in Colombia is based on the Nelson and Siegel (1987) development which is widely accepted and used. This estimation is based on the curve fitting with available data, only for one day ahead, making difficult to estimate the future zero-coupon...
Persistent link: https://www.econbiz.de/10011859363
Los modelos de tipo Credit Score permiten a los analistas de crédito la cuantificación de los riesgos que implican las operaciones de crédito, la segmentación de afiliados y la recomendación de decisiones de otorgamiento o rechazo de un crédito para personas naturales. Estos modelos buscan...
Persistent link: https://www.econbiz.de/10014494442