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Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio
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SYSNO 0351753 Title Dynamic Model of Losses of Creditor with a Large Mortgage Portfolio Author(s) Šmíd, Martin (UTIA-B) [E] RID, ORCID
Gapko, Petr (UTIA-B) [E]Source Title Proceedings of the 47th European Working Group on Financial Modelling. S. 1-10. - Ostava : Vysoká škola báňská - Technická univerzita Ostrava, 2010 Conference 47th EWGFM meeting, Praha, 28.10.2010-30.10.2010 Document Type Konferenční příspěvek (zahraniční konf.) Grant GA402/09/0965 GA ČR - Czech Science Foundation (CSF) GD402/09/H045 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country CZ Keywords credit risk * mortgage * loan portfolio * dynamic model * estimation URL 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