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Search: subject:"default classification"
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PD
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Russia
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banks
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default classification
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probability of default
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risk-management
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Karminsky, Alexander
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Kostrov, Alexander
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Murzenkov, Taras
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National Research University Higher School of Economics
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Comparison of default probability models: Russian experience
Karminsky, Alexander
;
Kostrov, Alexander
;
Murzenkov, Taras
-
National Research University Higher School of Economics
-
2012
main aspects of this research: suggesting the bank
default
classification
; using a wide time horizon (quarterly Russian …
Persistent link: https://www.econbiz.de/10010720486
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