Catalog Record: Default estimation for low-default portfolios | Hathi Trust Digital Library

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Default estimation for low-default portfolios / Nicholas M. Kiefer

Main Author: Kiefer, Nicholas M., 1951-
Language(s): English
Published: [Washington] : Comptroller of the Currency, 2006
Subjects: Risk management
Bayesian statistical decision theory
Default (Finance) > Econometric models
Note: "Aughst 2006."
"Keywords: Bayesian inference, Bayesian estimation, expert information, Basel II, risk management."
"JEL classifications: C11, C13, C44, G18, G32."
Physical Description: 28 pages : illustrations ; 28 cm
Locate a Print Version: Find in a library
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