Abstract
One of the most important inputs in quantifying credit risk is estimation of the obligor’s Default Probability (DP). There are different approaches in the estimation of DPs and depending on the purpose of the analysis, these should be followed to best assess the credit risk.
This is a preview of subscription content, log in via an institution.
Buying options
Tax calculation will be finalised at checkout
Purchases are for personal use only
Learn about institutional subscriptionsAuthor information
Authors and Affiliations
Copyright information
© 2017 The Author(s)
About this chapter
Cite this chapter
Koulafetis, P. (2017). Chapter 2: Quantitative Credit Risk Analysis and Management. In: Modern Credit Risk Management. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-137-52407-2_2
Download citation
DOI: https://doi.org/10.1057/978-1-137-52407-2_2
Published:
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-137-52406-5
Online ISBN: 978-1-137-52407-2
eBook Packages: Economics and FinanceEconomics and Finance (R0)