Default probabilities in a corporate bank portfolio: a logistic model approach.

DOI10.1016/S0377-2217(01)00045-5zbMath1051.91040WikidataQ128053948 ScholiaQ128053948MaRDI QIDQ5952439

Nico van der Wijst, Sjur Westgaard

Publication date: 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(01)00045-5

zbMATH Keywords

Logistic regression; Banking; Default probabilities; Risk management

Mathematics Subject Classification ID

91B82: Statistical methods; economic indices and measures

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Uses Software

• SAS

Cites Work

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• A multicriteria decision aid methodology for sorting decision problems: The case of financial distress