Bank-sourced credit transition matrices: estimation and characteristics (Q2028787)
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scientific article; zbMATH DE number 7354028
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| English | Bank-sourced credit transition matrices: estimation and characteristics |
scientific article; zbMATH DE number 7354028 |
Statements
Bank-sourced credit transition matrices: estimation and characteristics (English)
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3 June 2021
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risk management
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credit risk
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transition matrices
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simulation
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banking
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0.7208166122436523
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0.704283595085144
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0.6984469294548035
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0.698274552822113
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