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  • Search: subject:"estimation of credit risk"
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credit risk 3 estimation of credit risk 3 probability of default 3
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Free 3
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Article 3
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Undetermined 3
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Wojcicka, Aleksandra 3
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Operations Research and Decisions 3
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RePEc 3
Showing 1 - 3 of 3
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Calibration of a credit rating scale for Polish companies
Wojcicka, Aleksandra - In: Operations Research and Decisions 3 (2012), pp. 63-73
An increasing number of bankruptcy announcements causes that even greater attention is put to the correct evaluation of probability of default (PD) and decisions made on the basis of it. Reliable estimation of bankruptcy threat reduces the risk not only for the company itself but also for all...
Persistent link: https://www.econbiz.de/10010895923
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Calibration of a credit rating scale for Polish companies
Wojcicka, Aleksandra - In: Operations Research and Decisions 22 (2012)
An increasing number of bankruptcy announcements causes that even greater attention is put to the correct evaluation of probability of default (PD) and decisions made on the basis of it. Reliable estimation of bankruptcy threat reduces the risk not only for the company itself but also for all...
Persistent link: https://www.econbiz.de/10010684384
Saved in:
Cover Image
Calibration of a credit rating scale for Polish companies
Wojcicka, Aleksandra - In: Operations Research and Decisions 3 (2012)
An increasing number of bankruptcy announcements causes that even greater attention is put to the correct evaluation of probability of default (PD) and decisions made on the basis of it. Reliable estimation of bankruptcy threat reduces the risk not only for the company itself but also for all...
Persistent link: https://www.econbiz.de/10010685005
Saved in:
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