Exposure at default models with and without the credit conversion factor
Edward N.C. Tong, Christophe Mues, Iain Brown, Lyn C. Thomas
| Year of publication: |
1 August 2016
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| Authors: | Tong, Edward N. C. ; Mues, Christophe ; Brown, Iain ; Thomas, Lyn C. |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 252.2016, 3 (1.8.), p. 910-920
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| Subject: | Exposure at default | Credit cards | Generalized additive models | Regression | Risk analysis | Kreditrisiko | Credit risk | Kreditkarte | Credit card | Regressionsanalyse | Regression analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.01.054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011472989