Adressing probationary period within a competing risks survival model for retail mortagage loss given default
Year of publication: |
September 2017
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Authors: | Wood, Richard M. ; Powell, David |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 13.2017, 3, p. 47-66
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Subject: | loss given default | competing risks | survival analysis | retail mortgage | regulatory capital | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Insolvenz | Insolvency | Einzelhandel | Retail trade | Hypothek | Mortgage | Verlust | Loss |
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