Estimating bank loans loss given default by generalized additive models
Year of publication: |
2012
|
---|---|
Authors: | Calabrese, Raffaella |
Publisher: |
Dublin : UCD Geary Institute |
Subject: | downturn LGD | generalized additive model | Basel II | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Kreditgeschäft | Bank lending | Bank | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics |
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