Quantification of credit risk using models with limited dependent variables

Project Details

Description

The good use of key risk methods, makes it harmonize in a better capital adequacy for banks, generating greater reliability and support against the entire market.

Objective

Present formally the quantification of credit risk using models with limited dependent variable as an alternative, for the evaluation

Expected results

Development and adaptation of new methodologies for the evaluation and control of credit risk.
StatusFinished
Effective start/end date15/01/041/01/05

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