Search results
- 1.0452187 - ÚTIA 2016 RIV CZ eng K - Conference Paper (Czech conference)
Šmíd, Martin
Model of Risk and Losses of a Multigeneration Mortgage Portfolio.
10th International Scientific Conference Financial management of firms and financial institutions Ostrava. Ostrava: VŠB TU Ostrava, 2015 - (Šmíd, M.), s. 1274-1278. ISSN 2336-162X.
[International Scientific Conference Financial management of firms and financial institutions Ostrava /10./. Ostrava (CZ), 07.09.2015-08.09.2015]
R&D Projects: GA ČR(CZ) GA13-25911S
Grant - others:GA MŠk(CZ) EE2.3.20.0296
Program: EE - Operační program Vzdělávání pro konkurenceschopnost (2007-2015)
Keywords : risk management * loan portfolio * default rate * charge off rate
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2015/E/smid-0452187.pdf
Permanent Link: http://hdl.handle.net/11104/0253702 - 2.0431755 - ÚTIA 2015 RIV CZ eng K - Conference Paper (Czech conference)
Dufek, J. - Šmíd, Martin
Multifactor dynamic credit risk model.
32nd International Conference Mathematical Methods in Economics MME 2014. Olomouc: Palacký University, Olomouc, 2014, s. 185-190. ISBN 978-80-244-4209-9.
[MME 2014. International Conference Mathematical Methods in Economics /32./. Olomouc (CZ), 10.09.2014-12.09.2014]
Institutional support: RVO:67985556
Keywords : loss given default * default rate * credit risk
Subject RIV: BB - Applied Statistics, Operational Research
http://library.utia.cas.cz/separaty/2014/E/smid-0431755.pdf
Permanent Link: http://hdl.handle.net/11104/0237644