Mariusz Górajski

University of Lodz

Ulica Prezydenta Gabriela

Narutowicza 65 str.

Lodz, 90-131

Poland

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Scholarly Papers (1)

1.

Measuring Expected Time to Default Under Stress Conditions for Corporate Loans

National Bank of Poland Working Paper No. 237
Number of pages: 36 Posted: 07 Jul 2016
Mariusz Górajski, Dobromil Serwa and Zuzanna Wośko
University of Lodz, National Bank of Poland and National Bank of Poland
Downloads 42 (473,025)

Abstract:

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credit risk, time to default, value at risk, conditional ETD