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Historic Default Rates

Claudio Franzetti

Chapter 7 in Pricing Export Credit, 2021, pp 167-172 from Springer

Abstract: Abstract The new framework of the preceding chapter needs pertinent probability of default. Now both pertinence and probability need to be defined and assessed.

Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:spr:mgmchp:978-3-030-70285-4_7

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DOI: 10.1007/978-3-030-70285-4_7

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