Estimating Probabilities of Default for Low Default Portfolios
- 18 January 2011
- book chapter
- Published by Springer Nature
- p. 75-101
Abstract
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This publication has 4 references indexed in Scilit:
- Default estimation for low-default portfoliosJournal of Empirical Finance, 2009
- Measurement, estimation and comparison of credit migration matricesJournal of Banking & Finance, 2004
- A risk-factor model foundation for ratings-based bank capital rulesJournal of Financial Intermediation, 2003
- Interval Estimation for a Binomial ProportionStatistical Science, 2001