Katja Pluto

Deutsche Bundesbank

Deutsche Bundesbank

Wilhelm-Epstein-Str. 14

Frankfurt/Main, 60431

Germany

SCHOLARLY PAPERS

2

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1

Scholarly Papers (2)

1.

Estimating Probabilities of Default for Low Default Portfolios

Number of pages: 24 Posted: 27 Dec 2004
Dirk Tasche and Katja Pluto
Swiss Financial Market Supervisory Authority (FINMA) and Deutsche Bundesbank
Downloads 1,861 (11,276)
Citation 3

Abstract:

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Probability of default, low default portfolio, most prudent estimation, confidence bound

2.

A Short Note on Transfer Risk

Number of pages: 4 Posted: 11 Mar 2007
Katja Pluto and Dirk Tasche
Deutsche Bundesbank and Swiss Financial Market Supervisory Authority (FINMA)
Downloads 263 (149,068)

Abstract:

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Transfer risk, PD estimation, conditional probability, Basel II