The probability approach to default probabilities
The probability approach to default probabilities
Rate this book:
About This Book
"The probability approach to uncertainty and modeling is applied to default probability estimation. Default estimation for low-default portfolios has attracted attention as banks contemplate the requirements of Basel II's IRB rules. Nicholas M. Kiefer proposes the formal introduction of expert information into quantitative analysis. An application treating the incorporation of expert information on the default probability is considered in detail"--Office of the Comptroller of the Currency web site.
Buy This Book
As an Amazon Associate and Bookshop.org affiliate, BookOrb earns from qualifying purchases.
Write a Review
Sign in to write a review.
More by Nicholas M. Kiefer
Default estimation for low-def
Default estimation for low-default portfolios
Evaluating design choices in e
Evaluating design choices in economic capital modeling
Search Models and Applied Labor Economics
The economic benefits from four employment and training programs
The effect of alternative part
The effect of alternative partial benefits formulas on beneficiary part-time work behavior