Assessing the Accuracy of Default Risk Models:the Filter Test
碩士 === 國立臺灣大學 === 資訊工程學研究所 === 97 === Before any investment and loan making, estimating the default risk of a firm is the first step to assessing the potential losses and credit exposure. For that purpose, evaluating the accuracy of default risk models is critical. Such tests usually use a single an...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35694466250434778597 |