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There exist 3 kind of models for credit portfolio management: Structural models (as, for instance, the KMV's based-models or credit-metrics models); Actuarial (or intensity) models; Macro-Factors (or econometrics) models; I suggest you to read Derbali (2012), that's a simple paper that explains the main features and the differences among those kinds of ...


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As regards the free sources, the best place where you can find material about credit risk management is defaultrisk.com; it is a website where are collected (almost) all academic (and not) articles and working paper, references and researchers. Moreover, as regards the forums, I think you should try visiting Credit Risk Group at Linkedin; it is a very ...


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In the credit modelling industry is more popular the use of the logistic regression with respect to the Poisson one. This is for several reasons. Here I listed the main ones: 1) The Logistic regression is empirically shown to be better in describing that kind of phaenomenona in terms of forecasting performances and predictive capacity (try to compare the ...



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