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Retail Credit Risk Management

Editor

Listed:
  • Mario Anolli
    (Università Cattolica del Sacro Cuore)

  • Elena Beccalli
    (Università Cattolica del Sacro Cuore)

  • Tommaso Giordani
    (Europe RBB)

Abstract

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Suggested Citation

  • Mario Anolli & Elena Beccalli & Tommaso Giordani (ed.), 2013. "Retail Credit Risk Management," Palgrave Macmillan Studies in Banking and Financial Institutions, Palgrave Macmillan, number 978-1-137-00676-9.
    • Handle: RePEc:pal:pmsbfi:978-1-137-00676-9
    DOI: 10.1057/9781137006769
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    Cited by:

    1. Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2024. "Credit loss modelling using beta distribution in a Bayesian approach," Bank i Kredyt, Narodowy Bank Polski, vol. 55(3), pages 313-332.
    2. Aneta Ptak-Chmielewska & Paweł Kopciuszewski, 2023. "Application of the Bayesian approach in loss given default modelling," Bank i Kredyt, Narodowy Bank Polski, vol. 54(6), pages 625-650.
    3. Božović, Miloš & Ivanović, Jelena, 2017. "Adverse risk interaction: An integrated approach," Economic Modelling, Elsevier, vol. 65(C), pages 67-74.
    4. Starosta, Wojciech, 2021. "Loss given default decomposition using mixture distributions of in-default events," European Journal of Operational Research, Elsevier, vol. 292(3), pages 1187-1199.

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