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The top documents tagged [probabilities of default]
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probabilities of default
Application of data envelopment analysis to calculating probability of default for high rated portfolio Urszula Grzybowska i Marek Karwański Katedra Informatyki.
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A NOTE ON CREDIT DEBT SWAP. BASEL III and MACROPRUDENTIAL REGULATION Hasan ERSEL HSE May 26, 2011.
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PROBABILISTIC CREDIT SCORING FOR COHORTS OF BORROWERS
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2012-15-06-EDF-Methodology-2012-FINAL-FINAL.pdf
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Bank Risk Ratings and the Pricing of Agrl Loans
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A N EW A PPROACH T O E DF V ALIDATION ISDA 2000 2 VALIDATION BACKGROUND What is meant by Validation? Checking the impact of Methodology Assumptions on.
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Data Issues Confronting Advanced IRB Implementation The Risk Management Association’s Advanced IRB Symposium Scott Dillman June 19, 2003.
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ERCOT Credit Loss Model Mark Ruane Credit Work Group / Market Credit Work Group ERCOT Public April 22, 2015.
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CHAPTER 4 Background on Traded Instruments. Introduction Market risk: –the possibility of losses resulting from unfavorable market movements. –It is the.
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