Manchester, Lancashire M15 6PB
Manchester Business School
Credit Risk, Markov Model, Monte Carlo Integration, Non-Performing Loan, Transition Probability
Asymmetric Loss, GDP Forecasting, Hubris, Optimal Forecast, Overconfidence, Reciprocity
This is a Wiley Blackwell - Medium Tier paper. Wiley Blackwell - Medium Tier charges $49.00 .
File name: j-9892.pdf
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Beta coefficient, evolution, factor models, forecasting, persistence, pricing, stability, stationarity, C32, C51, C53, C58, G12, G17
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2795521.pdf
Basel III, credit risk, Monte Carlo, non-Gaussian distribution, skewed Student-t distribution, Vasicek loan loss distribution
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