Análise do Modelo CreditRisk+ em uma amostra de portfólio de crédito
The paper analyzes CreditRisk+ Model theoretical foundations and fulfillment in a credit portfolio sample. In this analysis, CreditRisk+ Model, one of the risk assessment models created by banks, was applied in an US portfolio sample with default events identified between 1986 e 2009. Two procedures...
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| Hlavní autoři: | , , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Universidade Federal do Ceará
2013-11-01
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| Edice: | Contextus |
| Témata: | |
| On-line přístup: | http://www.contextus.ufc.br/index.php/contextus/article/view/543/177 |
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