Challenges on the validation of PD models for low default portfolios (LDPs) and regulatory policy implications

BOT Institutional Repository

• Research and Conference Papers
• Discussion paper series / Bank of Thailand ;

Subjects

• Estimation theory.
• Default (Finance)
• Probability of default
• Low default portfolios

Details

• Series
  BOT Institutional Repository
• Publisher
  Bangkok :Bank of Thailand,2012.
• Language
  English
• Year
  2012