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  • Search: subject:"Calibrated marginal default probability"
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Year of publication
Subject
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Basel Accord 1 Basler Akkord 1 Calibrated marginal default probability 1 Correlation 1 Credit risk 1 GAS-based GHST copula 1 Insolvency 1 Insolvenz 1 Korrelation 1 Kreditrisiko 1 Multivariate Verteilung 1 Multivariate distribution 1 Probability theory 1 Statistical distribution 1 Statistische Verteilung 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1 probability of conditional default 1 probability of joint default 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Cerrato, Mario 1 Crosby, John 1 Kim, Minjoo 1 Zhao, Yang 1
Published in...
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Discussion papers / Adam Smith Business School, University of Glasgow 1
Source
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ECONIS (ZBW) 1
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Correlated defaults of UK banks : dynamics and asymmetries
Cerrato, Mario; Crosby, John; Kim, Minjoo; Zhao, Yang - 2015
Persistent link: https://www.econbiz.de/10011413074
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