Forecasting Loss Given Default models : impact of account characteristics and macroeconomic state
Ellen Tobback, David Martens, Tony Van Gestel and Bart Baesens
| Year of publication: |
2014
|
|---|---|
| Authors: | Tobback, Ellen ; Martens, David ; Van Gestel, Tony ; Baesens, Bart |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 65.2014, 3, p. 376-392
|
| Subject: | Loss Given Default | data mining | prediction | Basel III | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Prognoseverfahren | Forecasting model | Data Mining | Data mining | Insolvenz | Insolvency |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010251701