Petr Gapko

Charles University in Prague - Department of Economics

Opletalova 26

Prague, 11000

Czech Republic

http://ies.fsv.cuni.cz

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Modeling Credit Losses for Multiple Loan Portfolios

Number of pages: 31 Posted: 14 Feb 2018
Petr Gapko and Martin Smid
Charles University in Prague - Department of Economics and Institute of Information Theory and Automation, Prague
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Abstract:

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Credit Risk, Mortgage, Loan Portfolio, Dynamic Model, Estimation, Interconnectedness, Cointegration