Measuring expected time to default under stress conditions for corporate loans
Year of publication: |
2016
|
---|---|
Authors: | Górajski, Mariusz ; Serwa, Dobromił ; Wośko, Zuzanna |
Publisher: |
Warsaw : Economic Institute |
Subject: | Kreditrisiko | Credit risk | Risikomaß | Risk measure | Messung | Measurement | Wahrscheinlichkeitsrechnung | Probability theory | Polen | Poland | 2004-2015 |
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