In this paper, we propose Vasicek-type models for estimating portfolio-level probability of default (PD). With these Vasicek models, asset correlation and long-run PD (LRPD) for a risk-homogeneous ...
The asymptotic single risk factor (ASRF) approach is a simplified framework for determining regulatory capital charges for credit risk and has become an integral part of how credit risk capital ...
Sankhyā: The Indian Journal of Statistics (1933-1960), Vol. 5, No. 2, Proceedings of the Indian Statistical Conference 1940 (1941), pp. 151-156 (6 pages) ...
Proceedings of the National Academy of Sciences of the United States of America, Vol. 76, No. 8 (Aug., 1979), pp. 4131-4135 (5 pages) In the goldfish, the optic nerve decussation occurs without ...
Wanted: statisticians to teach their craft in what many experts call the country with the least reliable statistics in the world. The Pyongyang Summer Institute in Survey Science and Quantitative ...
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