Essays about: "Rare-Event Bias Correction."
Found 1 essay containing the words Rare-Event Bias Correction..
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1. Absolute & Relative Credit Quality Assessment
University essay from Lunds universitet/Matematisk statistikAbstract : The lack of availability and relevance of both credit ratings and traded market instruments, forces nancial institutions to nd alternative ways to validate the credit qualities of their counterparties. To address this issue, existing bankruptcy prediction models are evaluated and re-estimated. READ MORE
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