Estimation of Probability of Defaults (PD) for Low Default Portfolios: An Actuarial Approach

Submitted on 25th June 2015
Risk Management Tools and Techniques

Proposes a new dynamic mechanism to the risk management industry for calculating probabilities of default (PD)

Source
ERM Symposium
Length of Resource
18 pages
Resource File
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Author
Nabil Iqbal, Group Risk with Qatar National Bank (QNB)Syed Afraz Ali, Risk Management Department with Soneri Bank Limited as Project Coordinator
Date Published
Publication Type
paper
Resource Type
academic