An analysis of the performance of hybrid models in the assessment of default risk within BASEL II and BasEL III context
Year of publication: |
September 2018
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Authors: | Zouari, Sami ; Bellalah, Mondher |
Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 32.2018, 3, p. 887-902
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Subject: | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Insolvenz | Insolvency | Theorie | Theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Strukturgleichungsmodell | Structural equation model |
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