Sökning: "Nina Castor"
Hittade 1 uppsats innehållade orden Nina Castor.
- Master-uppsats, Lunds universitet/Matematisk statistik
Sammanfattning : Estimation of probability of default (PD) is a fundamental part of credit risk modeling, and estimation of PD in low default portfolios is a common issue for banks and ﬁnancial institutions. The Basel Committee on Banking Supervision requires banks and ﬁnancial institutions to add an additional margin of conservatism to its PD estimates in the case of insuﬃcient data, as in low default portfolios with few default observations. LÄS MER