The Calibration Method of Probability of Default under Multiple Periods
碩士 === 國立政治大學 === 統計研究所 === 98 === There are three methods in Basel II (Standardized Approach, Foundation IRB Approach and Advanced IRB Approach) to calculate the capital charges. The banks have to estimate probability of default (PD) if they use IRB approach. Four statistic methods recommended by B...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99877623846873088222 |