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1. Applying the Shadow Rating Approach: A Practical Review
Master-uppsats, KTH/Matematik (Avd.)Sammanfattning : The combination of regulatory pressure and rare but impactful defaults together comprise the domain of low default portfolios, which is a central and complex topic that lacks clear industry standards. A novel approach that utilizes external data to create a Shadow Rating model has been proposed by Ulrich Erlenmaier. LÄS MER
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