The following sections are included: Introduction Materials and Methods Non-Performing Exposure and Regulation Asymptotic Methods and Data Separation Experimental Results on a Portfolio of Italian Companies Results for the PD Results for the LGD Discussion
Estimating PD and LGD for Modeling Non-Performing Loans: The Case of Italy
Giuseppe Orlando
;
2022-01-01
Abstract
The following sections are included: Introduction Materials and Methods Non-Performing Exposure and Regulation Asymptotic Methods and Data Separation Experimental Results on a Portfolio of Italian Companies Results for the PD Results for the LGD DiscussionFile in questo prodotto:
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