Exposure at default modeling : a theoretical and empirical assessment of estimation approaches and parameter choice
Marc Gürtler, Martin Thomas Hibbeln, Piet Usselmann
| Year of publication: |
June 2018
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|---|---|
| Authors: | Gürtler, Marc ; Hibbeln, Martin ; Usselmann, Piet |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 91.2018, p. 176-188
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| Subject: | Credit risk | Checking accounts | Exposure at default | Credit conversion factor | Probability of default | Kreditrisiko | Theorie | Theory | Schätzung | Estimation | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2017.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011963658