Inferred Rate of Default as a Credit Risk Indicator in the Bulgarian Bank System
The <i>inferred rate of default (IRD)</i> was first introduced as an indicator of default risk computable from information publicly reported by the Bulgarian National Bank. We have provided a more detailed justification for the suggested methodology for forecasting the IRD on the bank-gr...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-11-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/25/12/1608 |