Estimating Probabilities of Default for Low Default Portfolios

Katja Pluto and Dirk Tasche
Additional contact information
Katja Pluto: Department of Deutsche Bundesbank

Chapter V. in The Basel II Risk Parameters, 2006, pp 79-103 from Springer

Keywords: Confidence Level; Estimate Probability; Confidence Region; Confidence Bound; Rating Grade (search for similar items in EconPapers)
Date: 2006
References: Add references at CitEc
Citations: View citations in EconPapers (6)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Estimating Probabilities of Default for Low Default Portfolios (2005)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-540-33087-5_5

Ordering information: This item can be ordered from
http://www.springer.com/9783540330875

DOI: 10.1007/3-540-33087-9_5

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().