Open AccessCredit Risk Modeling in Segmented Portfolios: An Application to Credit Cards
Author(s) -
José J. Canals-Cerdá,
Sougata Kerr
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2561488
Subject(s) - credit risk , business , credit valuation adjustment , actuarial science , econometrics , financial system , credit reference , economics
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