Browsing byAuthorKrüger, S
Showing results 1 to 2 of 2
Issue Date | Title | Author(s) |
---|---|---|
2018-06-01 | A copula sample selection model for predicting multi-year LGDs and Lifetime Expected Losses | Krüger, S; Oehme, T; Rösch, D; Scheule, H |
2018-06-01 | The impact of loan loss provisioning on bank capital requirements | Krüger, S; Rösch, D; Scheule, H |