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Methods for modeling the probability of default of the bank's corporate clients
Basic themes of document: probability of default; support vector machine; decision tree...
Applied Economics, Econometrics
- 2020 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Determination of Probability of Default of Small and Medium Companies in the Czech Republic by Scoring Model
The topic of the paper is determination of probability of default for small of the paper is to create two scoring models to determine the probability of default verification. First scoring model is to determine the...
AH - Ekonomie
- 2015 •
- D
Rok uplatnění
D - Stať ve sborníku
Guarantee Valuation Methods - the Czech Practical Experience
Basic themes of document: guarantee valuation; probability of default; loss given default; rating...
AE - Řízení, správa a administrativa
- 2012 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Business valuation taking into account possibility of insolvency - procedure of default rate estimation
Basic themes of document: value; business valuation; probability of default; insolvency; free cash flow; default rate...
AE - Řízení, správa a administrativa
- 2015 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Option Guarantee Valuation Method - A Primer
Basic themes of document: option based guarantee valuation; KMV structural model; probability of default; loss given default......
AE - Řízení, správa a administrativa
- 2013 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Determination of Probability of Default Firms in the Czech Republic by Scoring Model
The topic of the paper is determination of probability of default firms in the Czech Republic by scoring model. The main objective of the paper is to create a scoring model to determine the probability of default o...
AE - Řízení, správa a administrativa
- 2014 •
- D
Rok uplatnění
D - Stať ve sborníku
Predicting Default Probability of Bank's Corporate Clients in the Czech Republic. Comparison of Generalized Additive Models and Support Vector Machine Approaches
Main topics of the document: probability of default; generalized additive model; support vector machine...
Applied Economics, Econometrics
- 2020 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Determination of Probability of Default of Reta il Clients Using Scoring Model
The topic of the paper is focused on the determination of the probability of clients' default using scoring model. The objective of the paper is to create scoring model to determine the probability of clients' default
AH - Ekonomie
- 2016 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
Výsledek na webu
Portfolio Credit Risk Models
Main topics of the document: Probability of default; Copula functions; portfolio...
BB - Aplikovaná statistika, operační výzkum
- 2012 •
- B
Rok uplatnění
B - Odborná kniha
Economic Adjustment of Default Probabilities
This paper proposes a straightforward and intuitive computational mechanism for the economic adjustment of default probabilities, allowing the extension of the original (usually one-year) probability of default est...
BB - Aplikovaná statistika, operační výzkum
- 2016 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
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