Estimating Conditional PD when Defaults Number is Small
碩士 === 國立政治大學 === 統計研究所 === 98 === By the internal rating-based approach of Basel II, banks estimate borrowers' default risks to withdraw reserves independently. Hence, estimating default probability (PD) of borrowers is important. Most of previous studies estimating PD assume that evaluation s...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/83491814382282008523 |