Journals - Risk.net
Wed, 20 Mar 2019 14:30:37 GMT
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In this paper, the authors focus on PD estimation and validation. They provide the mathematical modeling for both point-in-time (PIT) and through-the-cycle (TTC) PD estimation, and discuss their relationship and application in our banking system.
Wed, 20 Mar 2019 14:30:37 GMT
language
