Default Estimation for Low-Default Portfolios

By Nicholas M. Kiefer

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.

• Format: Paperback
• Language: English
• ISBN: 1505309204
• ISBN13: 9781505309201
• Release Date: December 2014
• Publisher: Createspace Independent Publishing Platform
• Length: 30 Pages
• Weight: 0.21 lbs.
• Dimensions: 0.1" x 8.5" x 11.0"