Probability of default models of Russian banks
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More about this item
- C35 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Discrete Regression and Qualitative Choice Models; Discrete Regressors; Proportions
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- F39 - International Economics - - International Finance - - - Other
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CIS-2006-10-07 (Confederation of Independent States)
- NEP-DCM-2006-10-07 (Discrete Choice Models)
- NEP-FMK-2006-10-07 (Financial Markets)
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