Risk Profile Indicators and Spanish Banks’ Probability of Default from a Regulatory Approach
نویسندگان
چکیده
منابع مشابه
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the main idea of this paper is to study the dependence between the probability of default and the recovery rate on credit portfolio and to seek empirically this relationship. we examine the dependence between pd and rr by theoretical approach. for the empirically methodology, we use the bootstrapped quantile regression and the simultaneous quantile regression. these methods allow to determinate...
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ژورنال
عنوان ژورنال: Sustainability
سال: 2018
ISSN: 2071-1050
DOI: 10.3390/su10041259