2015•Управление финансовыми рискамиRequires access

Research of Internal Ratings Based Credit Risk Model Parameters Dependence - Probability of Default and Loss Given Default (Part 2)

Ермолова Мария Дмитриевна, Пеникас Генрих Иозович

Open publisher page 0 citations

Abstract

This record does not include an abstract. Use the full-text link above if available.

About this research paper

What this paper is about

An abstract is not available in the OpenAlex record for this paper.

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Key concepts: Probability of default, Loss given default, Econometrics, Credit risk, Actuarial science, Default, Economics, Business

Back to paper search Browse research topics Original source

Research of Internal Ratings Based Credit Risk Model Parameters Dependence - Probability of Default and Loss Given Default (Part 2) — Research Paper | ScholarLens