Abstract
A core input to modern credit risk modelling and managing techniques is probabilities of default (PD) per borrower. As such, the accuracy of the PD estimations will determine the quality of the results of credit risk models.
Cite
CITATION STYLE
APA
Pluto, K., & Tasche, D. (2006). Estimating probabilities of default for low default portfolios. In The Basel II Risk Parameters: Estimation, Validation, and Stress Testing (pp. 79–103). Springer. https://doi.org/10.1007/3-540-33087-9_5
Register to see more suggestions
Mendeley helps you to discover research relevant for your work.
Already have an account? Sign in
Sign up for free