Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products (Q660053)
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scientific article; zbMATH DE number 6000086
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| English | Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products |
scientific article; zbMATH DE number 6000086 |
Statements
Statistical models for the Basel II internal ratings-based approach to measuring credit risk of retail products (English)
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25 January 2012
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probability of default
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loss given default
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empirical Bayes
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Markov chain
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generalized linear mixed models, credit scoring
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0.8390927
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0.8293263
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0.8283338
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0.8261982
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0.82370794
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0.8236151
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0.82355446
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0.8210125
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