delo diplomskega seminarja
Anja Naglič (Author), Damjana Kokol-Bukovšek (Mentor)

Abstract

Ocena kreditnega tveganja in migracijske matrike

Keywords

kreditno tveganje;bonitetna ocena;Basel II;migracijska matrika;VaR metoda;

Data

Language: Slovenian
Year of publishing:
Typology: 2.11 - Undergraduate Thesis
Organization: UL FMF - Faculty of Mathematics and Physics
Publisher: [A. Naglič]
UDC: 51-7
COBISS: 15856217 Link will open in a new window
Views: 791
Downloads: 347
Average score: 0 (0 votes)
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Other data

Secondary language: English
Secondary keywords: credit risk;ratings;Basel II;migration matrix;VaR method;
Type (COBISS): Final seminar paper
Thesis comment: Univ. v Ljubljani, Fak. za matematiko in fiziko, Oddelek za matematiko, Finančna matematika - 1. stopnja
Pages: 25 str.
ID: 10910988
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