Work

Estimating bank loans loss given default by generalized additive models

Year: 2012

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Raffaella Calabrese

Institution: University of Milano-Bicocca

Language: English

Topic: Credit Risk and Financial Regulations

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W27120934

Cites: 20

Cited by: 13

Related to: 10