Bayesian approach for risk bucketing.
Lau, Ka Ho. === Thesis (M.Phil.)--Chinese University of Hong Kong, 2009. === Includes bibliographical references (leaves 46-48). === Abstract also in Chinese. === Chapter 1 --- Introduction to Global Credit Risk Management Standard --- p.1 === Chapter 1.1 --- Background --- p.2 === Chapter 1.2 ---...
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Format: | Others |
Language: | English Chinese |
Published: |
2009
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Online Access: | http://library.cuhk.edu.hk/record=b5894184 http://repository.lib.cuhk.edu.hk/en/item/cuhk-326860 |