Default estimation for low-default portfolios
Nicholas M. Kiefer
| Year of publication: |
2009
|
|---|---|
| Authors: | Kiefer, Nicholas M. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 1, p. 164-173
|
| Subject: | Kreditgeschäft | Bank lending | Risikomanagement | Risk management | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | C11 - Bayesian Analysis ; C13 - Estimation ; C44 - Statistical Decision Theory; Operations Research ; G18 - Government Policy and Regulation ; G32 - Financing Policy; Capital and Ownership Structure |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003800569