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Kordichev et al., 2005 - Google Patents

Structural model of revolving consumer credit risk

Kordichev et al., 2005

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Document ID
370993654775391597
Author
Kordichev A
Powel J
Tripe D
Publication year
Publication venue
Dep. of Finance Banking and Property, Massey University, Palmerston North, New Zealand

External Links

Snippet

Basel II requires banks to estimate probability of default, loss given default and exposure at default for their retail lending. These measures are taken directly from corporate models of credit risk, which can not be directly transformed into retail lending due to the differences in …
Continue reading at www.academia.edu (PDF) (other versions)

Classifications

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