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Probability of default
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Consistency of banks' internal probability of default estimates: Empirical evidence from the COVID-19 crisis
2023 |
Faculty of Social Sciences, Central Library of Charles University
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Consistency of Banks' Internal Probability of Default Estimates
Publication without faculty affiliation
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Bank-sourced transition matrixes: are banks' internal credit risk estimates Markovian?
2022 |
Faculty of Social Sciences
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Dynamic Multi-Factor Credit Risk Model with Fat-Tailed Factors
2012 |
Faculty of Social Sciences, Faculty of Mathematics and Physics
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The applicability of Merton's credit risk model in the Czech Republic
2008 |
Faculty of Social Sciences
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Bayesian default probability models
Publication without faculty affiliation
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Does loan maturity matter in risk-based pricing? Evidence from consumer loan data
Publication without faculty affiliation
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Analysis of the Commercial Property Prices in the Central European Countries
2016 |
Faculty of Social Sciences
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Corporate asset pricing models and debt contracts
2017 |
Faculty of Social Sciences
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Estimating expected loss given default in an emerging economy : the case of Czech Republic
2009 |
Faculty of Social Sciences
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What are the Key Determinants of Nonperforming Loans in CESEE?
Publication without faculty affiliation