A methodology for point-in-time : through-the-cycle probability of default decomposition in risk classification systems
Magnus Carlehed; Alexander Petrov
| Year of publication: |
2012
|
|---|---|
| Authors: | Carlehed, Magnus ; Petrov, Alexander |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 6.2012, 3, p. 3-25
|
| Subject: | Kreditrisiko | Credit risk | Kapitalbedarf | Capital requirements | Basler Akkord | Basel Accord | Finanzmarktregulierung | Financial market regulation | Rentabilität | Profitability | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009658578