Default risk is an important reason led to credit risk for a bank. In this article, the size of default risk can be quantized and described by the size of the default probability. At first, we discuss the influence of existence of the default probability on the expected return of the bank. Then we m
โฆ LIBER โฆ
Default risk-based probabilistic decision model for risk management and control
โ Scribed by Cheng-Wu Chen, Chun-Pin Tseng
- Book ID
- 118807284
- Publisher
- Springer Netherlands
- Year
- 2012
- Tongue
- English
- Weight
- 460 KB
- Volume
- 63
- Category
- Article
- ISSN
- 0921-030X
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