Application of internal ratings-based methods on credit risk measurement
Year of publication: |
2014-09
|
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Authors: | Vargas, Alejandro Vargas Sanchez ; Mostajo, Saulo Mostajo Castelú |
Institutions: | Centro de Investigaciones Económicas y Empresariales, Universidad Privada Boliviana |
Subject: | Credit risk | Credit scoring | Structural models | Reduced form Models | Expected loss | Probability of default |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Investigación & Desarrollo No. 14, Vol. 2, November 2014, pages 5-25 Number 0614 20 pages |
Classification: | C39 - Econometric Methods: Multiple/Simultaneous Equation Models. Other |
Source: |
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