Adressing probationary period within a competing risks survival model for retail mortagage loss given default
Richard M. Wood and David Powell
| 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 | Hypothek | Mortgage | Einzelhandel | Retail trade | Statistische Bestandsanalyse | Duration analysis | Insolvenz | Insolvency | Privatkundengeschäft | Personal banking | Risikomanagement | Risk management | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21314/JCR.2017.228 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011849972