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Exposure at default models with and without the credit conversion factor - MaRDI portal

Exposure at default models with and without the credit conversion factor (Q323002)

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scientific article; zbMATH DE number 6636270
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English
Exposure at default models with and without the credit conversion factor
scientific article; zbMATH DE number 6636270

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    Exposure at default models with and without the credit conversion factor (English)
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    7 October 2016
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    exposure at default
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    credit cards
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    generalized additive models
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    regression
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    risk analysis
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