• Modelos estatísticos para LGD : uma visão clássica e bayesiana 

      Varga, Maria Clara Mecatte (Universidade Federal de São Carlos, UFSCar, Programa de Pós-Graduação em Estatística - PPGEs, , 28/03/2011)
      Every day in financial institution is common to nd customers who are unable to honor their commitments. When this occurs we say that the individual is in default. In a possible economic downturn the portfolio could su_er ...