Estimating probabilities of default for low default portfolios

The Basel II Risk Parameters: Estimation, Validation, and Stress Testing

Volumn , Issue , 2006, Pages 79-103

  Pluto, Katja ^a   Tasche, Dirk ^a  

^a DEUTSCHE BUNDESBANK   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84874613460     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/3-540-33087-9_5     Document Type: Chapter

References (16)

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