Systematic effects among loss given defaults and their implications on downturn estimation (Q1653399): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.ejor.2018.05.059 / rank
 
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Property / cites work: Downturn loss given default: mixture distribution estimation / rank
 
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Latest revision as of 20:50, 31 October 2024

scientific article
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Systematic effects among loss given defaults and their implications on downturn estimation
scientific article

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    Systematic effects among loss given defaults and their implications on downturn estimation (English)
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    3 August 2018
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    risk management
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    bank loans
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    credit risk
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    random effects
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