Estimating the Probability of Default with Applications in Provisioning the Portfolio of Clients of a Credit Institution
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Bibliographic InfoArticle provided by Springer in its journal Transition Studies Review.
Volume (Year): 18 (2011)
Issue (Month): 2 (December)
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Web page: http://www.springerlink.com/link.asp?id=112913
Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Carling, Kenneth & Jacobson, Tor & Linde, Jesper & Roszbach, Kasper, 2007. "Corporate credit risk modeling and the macroeconomy," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 845-868, March.
- Jürg M. Blum, 2007. "Why 'Basel II' May Need a Leverage Ratio Restriction," Working Papers 2007-04, Swiss National Bank.
- Medema, Lydian & Koning, Ruud H. & Lensink, Robert, 2009. "A practical approach to validating a PD model," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 701-708, April.
- Dwyer, Douglas W. & Stein, Roger M., 2006. "Inferring the default rate in a population by comparing two incomplete default databases," Journal of Banking & Finance, Elsevier, vol. 30(3), pages 797-810, March.
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