Análise do Modelo CreditRisk+ em uma amostra de portfólio de crédito
The paper analyzes CreditRisk+ Model theoretical foundations and fulfillment in a credit portfolio sample. In this analysis, CreditRisk+ Model, one of the risk assessment models created by banks, was applied in an US portfolio sample with default events identified between 1986 e 2009. Two procedures...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universidade Federal do Ceará
2013-11-01
|
| Series: | Contextus |
| Subjects: | |
| Online Access: | http://www.contextus.ufc.br/index.php/contextus/article/view/543/177 |