Project Details
Description
This paper uses some of the relevant components of the credit risk raised from the point of view of the banking supervision system known as the basel agreement.
Objective
Present formally and rigorously econometric, mathematical and artificial intelligence models that allow estimating the probability of noncompliance of agents and based on the estimation of these models
Expected results
Estimation and indicators of possible uses of prediction models of the probability of default.
| Status | Finished |
|---|---|
| Effective start/end date | 16/02/11 → 16/08/12 |
Fingerprint
Explore the research topics touched on by this project. These labels are generated based on the underlying awards/grants. Together they form a unique fingerprint.