国际清算银行-信贷损失率洞察：全球数据库（英）-2023.5-31页
BISWorkingPapersNo1101InsightsintoCreditLossRates:AGlobalDatabasebyLiLianOng,ChristianSchmieder,andMinWeiMonetaryandEconomicDepartmentMay2023JELclassification:G01,G21,G33,P52.Keywords:creditrisk,creditlossrates,datagap,forward-looking,lossgivendefault(LGD),macro-implied,probabilityofdefault(PD),stre...
2024-05-02
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