Validation Techniques for Credit Risk Models - Applying New Methods on Nordea’s Corporate Portfolio
Nordea, being the largest corporate group of its kind in Northern Europe, has a great need of evaluating its customers ability to repay a debt as well as the probability of bankruptcy. The evaluation is done by different statistically derived internal rating models, based on logistic regression. T...
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| Format: | Others |
| Language: | English |
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KTH, Skolan för teknikvetenskap (SCI)
2013
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-129067 |