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Results for Basel II

Publications & Outputs

  1. Quantile regression for modelling distribution of profit and loss.

    Whittaker, J. & Somers, M., 16/12/2007, In: European Journal of Operational Research. 183, 3, p. 1477-1487 11 p.

    Research output: Contribution to Journal/MagazineJournal articlepeer-review

  2. Statistical modelling to predict corporate default for Brazilian companies in the context of Basel II using a new set of financial ratios

    Minussi, J., Soopramanien, D. G. R. & Worthington, D. J., 2007, Lancaster University: The Department of Management Science, (Management Science Working Paper Series).

    Research output: Working paper