Overview
The problem in default probability estimation for low-default portfolios is that there is little reverent historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option.
- | Author: Nicholas M. Kiefer
- | Publisher: Createspace Independent Publishing Platform
- | Publication Date: Dec 31, 2014
- | Number of Pages: 30 pages
- | Binding: Paperback or Softback
- | ISBN-10: 1505309204
- | ISBN-13: 9781505309201
