Open AccessEstimating probability of default and comparing it to credit rating classification by banks
Author(s) -
Matjaž Volk
Publication year - 2012
Publication title -
economic and business review
Language(s) - English
Resource type - Journals
eISSN - 2335-4216
pISSN - 1580-0466
DOI - 10.15458/2335-4216.1235
Subject(s) - credit rating , credit risk , probability of default , business , actuarial science , credit history , credit reference , default risk , bond credit rating , financial stability , credit valuation adjustment , credit enhancement , econometrics , financial system , economics