Estimation of default probability for corporate entities in Republic of Serbia
In this paper a quantitative PD model development has been excercised according to the Basel Capital Accord standards. The modeling dataset is based on the financial statements information from the Republic of Serbia. The goal of the paper is to develop a credit scoring model capable of producing PD...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Economics institute, Belgrade
2016-01-01
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| Series: | Industrija |
| Subjects: | |
| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/0350-0373/2016/0350-03731604087V.pdf |