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  • Search: subject:"probability of default model"
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Year of publication
Subject
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Russia 2 banks 2 early warning systems 2 probability of default model 2
Online availability
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Free 2
Type of publication
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Book / Working Paper 2
Type of publication (narrower categories)
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Working Paper 1
Language
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English 2
Author
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Golovan, Sergei 1 Golovan, Sergei V. 1 Karminsky, Alexandr 1 Karminsky, Alexandr A. 1 Peresetsky, Anatoly 1 Peresetsky, Anatoly A. 1
Institution
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Siirtymätalouksien tutkimuslaitos, Suomen Pankki 1
Published in...
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BOFIT Discussion Papers 2
Source
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EconStor 1 RePEc 1
Showing 1 - 2 of 2
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Probability of default models of Russian banks
Peresetsky, Anatoly; Karminsky, Alexandr; Golovan, Sergei - 2004
defaults.Binary choice models are estimated to construct the probability of default model. We find that preliminary expert …
Persistent link: https://www.econbiz.de/10012148482
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Cover Image
Probability of default models of Russian banks
Peresetsky, Anatoly A.; Karminsky, Alexandr A.; … - Siirtymätalouksien tutkimuslaitos, Suomen Pankki - 2004
defaults. Binary choice models are estimated to construct the probability of default model. We find that preliminary expert …
Persistent link: https://www.econbiz.de/10005648605
Saved in:
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