ID | 318463 |
Title Proper | Review and implementation of credi risk models of the financial sector assessment program |
Language | ENG |
Author | Avesani, Renzo G. etc. ; Liu, Kexue ; Mirestean, Alin ; Salvati, Jan |
`In' analytical Note | In Moreno-Badia, Marialuz & Taylor, Michael W.: Who saves in Ireland?The micro evidence. Washington. IMF, 2006.--(IMFWP/06/131) |
Journal Source | In Moreno-Badia, Marialuz & Taylor, Michael W.: Who saves in Ireland?The micro evidence. Washington. IMF, 2006.--(IMFWP/06/131)
|
Classification Number | IMF |
Key Words | Portfolio credit risk ; Default probabilities ; Poisson distribution ; Bernoulli distribution |