Conceptual and Statistical Issues Regarding the Probability of Default and Modeling Default Risk
In today’s rapidly evolving financial markets, risk management offers different techniques in order to implement an efficient system against market risk. Probability of default (PD) is an essential part of business intelligence and customer relation management systems in the financial institutions....
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Bucharest University of Economic Studies
2011-03-01
|
| Series: | Database Systems Journal |
| Subjects: | |
| Online Access: | http://www.dbjournal.ro/archive/3/2_Titan_Tudor.pdf |