An Intensity Based Non-Parametric Default Model for Residential Mortgage Portfolios
Year of publication: |
2004-05-01
|
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Authors: | Burkhard, Jürg ; De Giorgi, Enrico |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Risikomanagement | risk management | Kreditrisiko | Portfoliomanagement | portfolio management |
Extent: | 48 p. application/pdf |
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Series: | Working Paper ; No. 166 (2004) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. General ; Individual Working Papers, Preprints ; Switzerland. General Resources |
Source: | USB Cologne (business full texts) |
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