Survey of credit risk models in relation to capital adequacy framework for financial institutions
Poomjai Nacaskul
| Year of publication: |
2016
|
|---|---|
| Authors: | Nacaskul, Poomjai |
| Published in: |
Journal of governance and regulation : international scientific journal. - Sumy : Virtus Interpress, ISSN 2220-9352, ZDB-ID 2819532-2. - Vol. 5.2016, 4, p. 68-84
|
| Subject: | Credit Risk | Default Probability | Capital Adequacy Framework | Credit Derivatives | Rating Transition | Default (Asset Value) Process/Intensity Models | Linear/Nonlinear Discriminant Analysis | Loss Distribution | Quantitative Modelling | Kreditrisiko | Credit risk | Basler Akkord | Basel Accord | Kreditwürdigkeit | Credit rating | Derivat | Derivative | Bankrisiko | Bank risk | Optionspreistheorie | Option pricing theory | Kreditderivat | Credit derivative |
| 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/10011673803