An edition of Default estimation for low-default portfolios (2006)

Default estimation for low-default portfolios

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Default estimation for low-default portfolios
Nicholas M. Kiefer
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Last edited by MARC Bot
December 19, 2020 | History
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An edition of Default estimation for low-default portfolios (2006)

Default estimation for low-default portfolios

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

"The problem in default probability estimation for low-default portfolios is that there is little relevant historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option"--Office of the Comptroller of the Currency web site.

Publish Date
Publisher
Office of the Comptroller of the Currency
Language
English

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Cover of: Default estimation for low-default portfolios
Default estimation for low-default portfolios
2006, Office of the Comptroller of the Currency
Electronic resource in English
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Book Details

Edition Notes

Title from PDF file as viewed on 4/12/2007.

Includes bibliographical references.

Also available in print.

System requirements: Adobe Acrobat Reader.

Mode of access: World Wide Web.

Published in
Washington, DC
Series
Economic and policy analysis working paper -- 2006-2, Economic and policy analysis working paper (2000 : Online) -- 2006-2.

Classifications

Library of Congress
HG2401

The Physical Object

Format
Electronic resource

ID Numbers

Open Library
OL16280118M
LCCN
2007615246

Source records

Library of Congress MARC record

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December 19, 2020 Edited by MARC Bot import existing book
December 10, 2009 Created by WorkBot add works page