The survival analysis apporach in Basel II credit risk management : modeling danger rates in the loss given default parameter
Stefano Bonini; Giuliana Caivano
| Year of publication: |
2013
|
|---|---|
| Authors: | Bonini, Stefano ; Caivano, Giuliana |
| Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 9.2013, 1, p. 101-118
|
| Subject: | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Privatkundengeschäft | Personal banking | Italien | Italy |
| 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/10009737290