Default estimation for low-default portfolios
By: by Nicholas M. Kiefer.
Contributors: United States. Office of the Comptroller of the Currency.
Series: Economic and policy analysis working paper -- 2006-2; Economic and policy analysis working paper (2000 : Online) -- 2006-2.
Publisher: Office of the Comptroller of the Currency
Published: 2006
Place of publication: Washington, DC
Language: eng
Format: Electronic resource
Description: "The problem in default probability estimation for low-default portfolios is that there is little relevant historical data information. No amount of data processing can fix this problem. More information is required. Incorporating expert opinion formally is an attractive option"--Office of the Comptroller of the Currency web site.
Notes: Title from PDF file as viewed on 4/12/2007.

Includes bibliographical references.

Also available in print.

System requirements: Adobe Acrobat Reader.

Mode of access: World Wide Web.