Forecasting loss given default of bank loans with multi-stage model
Yuta Tanoue, Akihiro Kawada, Satoshi Yamashita
| Year of publication: |
April-June 2017
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| Authors: | Tanoue, Yuta ; Kawada, Akihiro ; Yamashita, Satoshi |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 2, p. 513-522
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| Subject: | Credit risk modeling | Loss given default | Multi-stage model | Probability of default | Expected loss | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Theorie | Theory | Prognoseverfahren | Forecasting model | Insolvenz | Insolvency | Kreditgeschäft | Bank lending | Verlust | Loss | Modellierung | Scientific modelling |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.11.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011922923