Modelin-g credit risk with a Tobit model of days past due
Arjana Brezigar-Masten, Igor Masten, Matjaž Volk
| Year of publication: |
2021
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|---|---|
| Authors: | Brezigar-Masten, Arjana ; Masten, Igor ; Volk, Matjaz |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 122.2021, p. 1-20
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| Subject: | Tobit | Days past due | Credit risk | Probability of default | Rating | IFRS9 | Kreditrisiko | Tobit-Modell | Tobit model | Theorie | Theory | Insolvenz | Insolvency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Der Haupttitel sollte lauten: Modeling credit risk with a Tobit model of days past due |
| Other identifiers: | 10.1016/j.jbankfin.2020.105984 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012659261