Conceptual and Statistical Issues Regarding the Probability of Default and Modeling Default Risk

Authors: Emilia TITAN, Adela Ioana TUDOR

Source: Database Systems Journal, Vol II, Iss 1, Pp 13-22 (2011)

Subject Terms: probability of default, stress test, PD buckets, pooled PDs, predictive analytics, data mining techniques, statistical methods, loss given default, Technology (General), T1-995, Computer software, QA76.75-76.765

File Description: electronic resource

Relation: http://www.dbjournal.ro/archive/3/2_Titan_Tudor.pdf; https://doaj.org/toc/2069-3230

Access URL: https://doaj.org/article/cedef7a2504e487f8d568a48b139346a