Current and prospective estimate of counterparty risk through dynamic neural networks
The estimate of the probability of default plays a central role for any financial entity that wants to have an overview of the risks of insolvency it may incur by having economic relations with counterparties. This study aims to analyze the calculation of such measure in the context of counterparty...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIFIRM
2022-08-01
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| Series: | Risk Management Magazine |
| Subjects: | |
| Online Access: | https://www.aifirm.it/wp-content/uploads/2022/08/RMM-2022-02-Excerpt-5.pdf |