Estimating the Probability of Default with Applications in Provisioning the Portfolio of Clients of a Credit Institution
No abstract is available for this item.
Volume (Year): 18 (2011)
Issue (Month): 2 (December)
|Contact details of provider:|| Web page: http://www.springerlink.com/link.asp?id=112913 |
|Order Information:||Web: http://link.springer.de/orders.htm|
References listed on IDEAS
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.:
- 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.
- 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.
When requesting a correction, please mention this item's handle: RePEc:spr:trstrv:v:18:y:2011:i:2:p:271-285. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn)or (Christopher F Baum)
If references are entirely missing, you can add them using this form.