Probability of default validation : a single-year and a multiyear methodology for the Basel framework
Oliver Blümke
| Year of publication: |
2012
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|---|---|
| Authors: | Blümke, Oliver |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 6.2012, 2, p. 47-79
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| Subject: | Kreditrisiko | Credit risk | Kapitalbedarf | Capital requirements | Wahrscheinlichkeitsrechnung | Probability theory |
| 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/10009572303