Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products (Q660053)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products |
scientific article |
Statements
Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products (English)
0 references
25 January 2012
0 references
probability of default
0 references
loss given default
0 references
empirical Bayes
0 references
Markov chain
0 references
generalized linear mixed models, credit scoring
0 references
