Bank-sourced credit transition matrices: estimation and characteristics
type: Item
instance of: scholarly article
title: Bank-sourced credit transition matrices: estimation and characteristics
zbMATH Open document ID: 1487.91150
author: Barbora Štěpánková
published in: European Journal of Operational Research
publication date: 2021-06-03T00:00:00Z
Mathematics Subject Classification ID: 91G40
zbMATH DE Number: 7354028
zbMATH Keywords: risk management
zbMATH Keywords: credit risk
zbMATH Keywords: transition matrices
zbMATH Keywords: simulation
zbMATH Keywords: banking
describes a project that uses: CreditMetrics
MaRDI profile type: Publication
full work available at URL: j.ejor.2020.06.024
OpenAlex ID: W3035809905
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cites work: Encyclopedia of Quantitative Risk Analysis and Assessment
DOI: 10.1016/J.EJOR.2020.06.024
description: scientific article; zbMATH DE number 7354028