ESTIMATION OF DEFAULT PROBABILITY FOR LOW DEFAULT PORTFOLIOS
This article presents several approaches to estimating the probabilities of default for low default portfolios, their advantages and disadvantages, and provides exemplary calculations using data of one external credit register of Lithuania. The results show that three approaches seem to be most appr...
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| Format: | Article |
| Language: | English |
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Vilnius University Press
2012-01-01
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| Series: | Ekonomika |
| Online Access: | https://www.journals.vu.lt/ekonomika/article/view/902 |