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Search: subject:"Term Structure of Probability of Default"
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Term Structure of Probability of Default
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Đurović, Andrija
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Journal of Central Banking Theory and Practice
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Journal of central banking theory and practice
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Macroeconomic Approach to Point in Time Probability of Default Modeling – IFRS 9 Challenges
Đurović, Andrija
- In:
Journal of Central Banking Theory and Practice
8
(
2019
)
1
,
pp. 209-223
with IFRS 9. The framework rests on "
term
structure
of
probability
of
default
" conditional to given forward …
Persistent link: https://www.econbiz.de/10012217906
Saved in:
2
Macroeconomic approach to point in time probability of default modeling : IFRS 9 challenges
Đurović, Andrija
- In:
Journal of central banking theory and practice
8
(
2019
)
1
,
pp. 209-233
with IFRS 9. The framework rests on "
term
structure
of
probability
of
default
" conditional to given forward …
Persistent link: https://www.econbiz.de/10011965251
Saved in:
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