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Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio
- 1.0351753 - ÚTIA 2011 RIV CZ eng C - Conference Paper (international conference)
Šmíd, Martin - Gapko, Petr
Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio.
Proceedings of the 47th European Working Group on Financial Modelling. Ostava: Vysoká škola báňská - Technická univerzita Ostrava, 2010, s. 1-10. ISBN 978-80-248-2351-5.
[47th EWGFM meeting. Praha (CZ), 28.10.2010-30.10.2010]
R&D Projects: GA ČR GA402/09/0965; GA ČR GD402/09/H045
Institutional research plan: CEZ:AV0Z10750506
Keywords : credit risk * mortgage * loan portfolio * dynamic model * estimation
Subject RIV: AH - Economics
http://library.utia.cas.cz/separaty/2010/E/smid-dynamic model of losses of creditor with a large mortgage portfolio.pdf
Permanent Link: http://hdl.handle.net/11104/0191435
Number of the records: 1