Default Estimation for Low-Default Portfolios

By:

Nicholas M. Kiefer

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Paperback / softback

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Description

The problem in default probability estimation for low-default portfolios is that there is little reverent historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option.

Release date NZ

December 31st, 2014

Author

Nicholas M. Kiefer

Audience

General (US: Trade)

Pages

Dimensions

216x280x2

ISBN-13

9781505309201

Product ID

37708812

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Default Estimation for Low-Default Portfolios

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